Access Statistics for Markus Leippold

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities 0 0 0 428 0 0 14 1,789
A remark on Lin and Chang’s paper ‘Consistent modeling of S&P 500 and VIX derivatives 0 0 0 5 0 0 5 50
Are Ratings the Worst Form of Credit Assessment Apart from All the Others? 0 0 0 3 0 0 5 29
Asset Pricing Under The Quadratic Class 0 0 1 396 0 1 24 873
Collateral Smile 0 0 0 8 0 0 3 45
Design and Estimation of Quadratic Term Structure Models 0 0 0 480 1 1 15 1,323
Discrete-Time Option Pricing with Stochastic Liquidity 0 0 0 11 0 1 10 66
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets 0 0 4 7 2 3 29 61
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX markets 0 0 0 8 2 2 17 58
Learning and Asset Prices under Ambiguous Information 0 0 0 183 0 2 14 599
Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model 0 0 0 9 0 6 20 76
Strategic Technology Adoption and Hedging under Incomplete Markets 0 0 1 25 0 3 10 26
The Potential Approach to Bond and Currency Pricing 0 0 0 488 1 2 10 1,606
Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube 0 0 0 20 0 1 12 27
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 1 27 0 0 7 90
Total Working Papers 0 0 7 2,098 6 22 195 6,718
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Goodness-of-Fit Test for Event Forecasting and Its Application to Credit Defaults 0 0 0 27 0 1 9 114
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 1 4 12 478
A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’ 0 0 0 6 0 1 6 75
A simple model of credit contagion 0 1 1 125 0 2 12 369
Are Ratings the Worst Form of Credit Assessment Except for All the Others? 0 0 0 12 0 1 9 60
Asset Pricing under the Quadratic Class 1 1 1 46 1 2 14 145
Collateral smile 0 0 0 4 0 1 8 34
Data snooping and the global accrual anomaly 0 0 0 12 0 1 9 76
Design and Estimation of Quadratic Term Structure Models 0 0 0 2 0 0 6 23
Discrete-time option pricing with stochastic liquidity 0 0 0 16 0 0 11 78
Economic benefit of powerful credit scoring 0 0 1 171 0 0 13 431
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 0 212 1 1 12 689
Equilibrium Implications of Delegated Asset Management under Benchmarking 0 0 0 3 0 0 0 27
Equilibrium impact of value-at-risk regulation 0 0 0 56 0 0 9 206
How Rational and Competitive Is the Market for Mutual Funds?* 0 0 1 14 0 0 11 51
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets 0 0 0 20 1 2 18 129
International price and earnings momentum 0 0 0 38 0 0 9 115
Learning and Asset Prices Under Ambiguous Information 0 0 1 85 0 1 17 237
Maximum diversification strategies along commodity risk factors 0 0 0 10 3 3 16 55
Multiperiod mean-variance efficient portfolios with endogenous liabilities 0 0 0 1 0 0 9 22
Optimal credit limit management under different information regimes 0 0 1 85 0 0 10 296
Particle filtering, learning, and smoothing for mixed-frequency state-space models 0 0 0 7 0 0 6 32
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model 0 0 0 6 1 1 9 49
Short-run risk, business cycle, and the value premium 0 0 1 6 2 3 19 50
Statistics, Econometrics and Forecasting. Arnold Zellner 0 0 0 23 1 2 8 77
Strategic technology adoption and hedging under incomplete markets 0 0 1 15 1 3 8 59
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments 1 1 2 54 4 7 15 189
The Valuation of American Options with Stochastic Stopping Time Constraints 0 0 0 25 1 1 4 110
The dispersion effect in international stock returns 0 0 0 5 0 0 10 49
The mixed vs the integrated approach to style investing: Much ado about nothing? 1 1 2 10 3 8 17 46
Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube 0 0 0 37 1 3 19 160
Trend derivatives: Pricing, hedging, and application to executive stock options 0 0 0 2 0 0 7 15
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 11 1 2 18 109
Total Journal Articles 3 4 13 1,259 22 50 360 4,655
1 registered items for which data could not be found
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Statistics updated 2026-08-07