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 4 5 5 1,780
A remark on Lin and Chang’s paper ‘Consistent modeling of S&P 500 and VIX derivatives 0 0 0 5 0 1 4 47
Are Ratings the Worst Form of Credit Assessment Apart from All the Others? 0 0 0 3 0 2 2 26
Asset Pricing Under The Quadratic Class 0 0 0 395 10 10 15 863
Collateral Smile 0 0 0 8 1 2 2 44
Design and Estimation of Quadratic Term Structure Models 0 0 0 480 7 8 12 1,319
Discrete-Time Option Pricing with Stochastic Liquidity 0 0 0 11 3 6 8 63
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets 1 3 5 7 6 17 25 52
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX markets 0 0 1 8 3 8 16 51
Learning and Asset Prices under Ambiguous Information 0 0 0 183 3 7 8 593
Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model 0 0 0 9 4 8 10 66
Strategic Technology Adoption and Hedging under Incomplete Markets 0 0 0 24 1 4 4 20
The Potential Approach to Bond and Currency Pricing 0 0 0 488 2 3 4 1,600
Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube 0 0 1 20 4 6 8 21
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 1 27 1 2 5 87
Total Working Papers 1 3 8 2,096 49 89 128 6,632
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 1 27 4 5 6 110
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 2 5 6 472
A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’ 0 0 0 6 1 1 5 70
A simple model of credit contagion 0 0 1 124 3 6 12 365
Are Ratings the Worst Form of Credit Assessment Except for All the Others? 0 0 0 12 1 4 6 56
Asset Pricing under the Quadratic Class 0 0 0 45 5 7 11 141
Collateral smile 0 0 0 4 1 2 6 31
Data snooping and the global accrual anomaly 0 0 0 12 2 6 7 74
Design and Estimation of Quadratic Term Structure Models 0 0 0 2 2 2 2 19
Discrete-time option pricing with stochastic liquidity 0 0 0 16 1 5 7 72
Economic benefit of powerful credit scoring 0 1 1 171 2 8 10 426
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 1 212 2 3 7 683
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 1 56 4 6 8 203
How Rational and Competitive Is the Market for Mutual Funds?* 0 0 0 13 3 7 7 47
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets 0 0 1 20 5 9 20 122
International price and earnings momentum 0 0 1 38 4 6 8 113
Learning and Asset Prices Under Ambiguous Information 0 0 0 84 6 8 9 228
Maximum diversification strategies along commodity risk factors 0 0 0 10 5 6 9 48
Multiperiod mean-variance efficient portfolios with endogenous liabilities 0 0 0 1 3 5 6 18
Optimal credit limit management under different information regimes 0 0 1 85 3 5 7 293
Particle filtering, learning, and smoothing for mixed-frequency state-space models 0 0 0 7 1 2 4 28
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model 0 0 0 6 1 4 5 44
Short-run risk, business cycle, and the value premium 1 1 1 6 7 8 12 40
Statistics, Econometrics and Forecasting. Arnold Zellner 0 0 0 23 1 1 3 71
Strategic technology adoption and hedging under incomplete markets 0 0 0 14 2 2 5 54
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments 0 0 3 52 3 5 11 180
The Valuation of American Options with Stochastic Stopping Time Constraints 0 0 0 25 1 3 6 109
The dispersion effect in international stock returns 0 0 0 5 3 7 10 47
The mixed vs the integrated approach to style investing: Much ado about nothing? 1 1 1 9 3 6 7 36
Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube 0 0 0 37 6 8 11 151
Trend derivatives: Pricing, hedging, and application to executive stock options 0 0 0 2 3 4 5 12
What is beneath the surface? Option pricing with multifrequency latent states 0 0 0 10 2 6 9 98
Total Journal Articles 2 3 13 1,250 92 162 247 4,488
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12