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 1 2 1,776
A remark on Lin and Chang’s paper ‘Consistent modeling of S&P 500 and VIX derivatives 0 0 0 5 0 2 4 47
Are Ratings the Worst Form of Credit Assessment Apart from All the Others? 0 0 0 3 1 2 2 26
Asset Pricing Under The Quadratic Class 0 0 0 395 0 3 6 853
Collateral Smile 0 0 0 8 1 1 1 43
Design and Estimation of Quadratic Term Structure Models 0 0 0 480 0 4 6 1,312
Discrete-Time Option Pricing with Stochastic Liquidity 0 0 0 11 1 4 5 60
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets 2 3 4 6 8 14 19 46
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX markets 0 0 1 8 3 6 13 48
Learning and Asset Prices under Ambiguous Information 0 0 0 183 2 4 5 590
Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model 0 0 0 9 3 5 6 62
Strategic Technology Adoption and Hedging under Incomplete Markets 0 0 0 24 0 3 3 19
The Potential Approach to Bond and Currency Pricing 0 0 0 488 1 1 3 1,598
Time-Changed Lévy LIBOR Market Model: Pricing and Joint Estimation of the Cap Surface and Swaption Cube 0 0 1 20 1 2 4 17
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 1 27 0 2 5 86
Total Working Papers 2 3 7 2,095 21 54 84 6,583
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 0 1 2 106
A geometric approach to multiperiod mean variance optimization of assets and liabilities 0 0 0 113 2 3 4 470
A remark on Lin and Chang's paper ‘Consistent modeling of S&P 500 and VIX derivatives’ 0 0 0 6 0 0 4 69
A simple model of credit contagion 0 0 1 124 2 3 9 362
Are Ratings the Worst Form of Credit Assessment Except for All the Others? 0 0 0 12 2 4 5 55
Asset Pricing under the Quadratic Class 0 0 0 45 1 3 6 136
Collateral smile 0 0 0 4 0 2 5 30
Data snooping and the global accrual anomaly 0 0 0 12 3 5 5 72
Design and Estimation of Quadratic Term Structure Models 0 0 0 2 0 0 0 17
Discrete-time option pricing with stochastic liquidity 0 0 0 16 2 4 6 71
Economic benefit of powerful credit scoring 1 1 1 171 5 6 9 424
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models 0 0 1 212 1 4 5 681
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 2 2 5 199
How Rational and Competitive Is the Market for Mutual Funds?* 0 0 1 13 2 4 5 44
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets 0 0 1 20 2 5 15 117
International price and earnings momentum 0 0 1 38 1 3 4 109
Learning and Asset Prices Under Ambiguous Information 0 0 0 84 0 2 4 222
Maximum diversification strategies along commodity risk factors 0 0 0 10 0 4 4 43
Multiperiod mean-variance efficient portfolios with endogenous liabilities 0 0 0 1 2 2 3 15
Optimal credit limit management under different information regimes 0 1 1 85 2 3 4 290
Particle filtering, learning, and smoothing for mixed-frequency state-space models 0 0 0 7 0 1 3 27
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model 0 0 0 6 1 3 4 43
Short-run risk, business cycle, and the value premium 0 0 0 5 1 1 5 33
Statistics, Econometrics and Forecasting. Arnold Zellner 0 0 0 23 0 1 2 70
Strategic technology adoption and hedging under incomplete markets 0 0 0 14 0 0 4 52
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments 0 0 3 52 1 3 9 177
The Valuation of American Options with Stochastic Stopping Time Constraints 0 0 0 25 0 2 5 108
The dispersion effect in international stock returns 0 0 0 5 3 5 7 44
The mixed vs the integrated approach to style investing: Much ado about nothing? 0 0 0 8 2 4 4 33
Time-changed Lévy LIBOR market model: Pricing and joint estimation of the cap surface and swaption cube 0 0 0 37 0 3 5 145
Trend derivatives: Pricing, hedging, and application to executive stock options 0 0 0 2 1 1 2 9
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 10 1 5 8 96
Total Journal Articles 1 2 13 1,248 39 89 162 4,396
1 registered items for which data could not be found
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Statistics updated 2026-01-09