Access Statistics for Thorsten Lehnert

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 Cumulative Prospect Theory Approach to Option Pricing 0 0 1 450 0 1 3 1,124
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 0 126 0 0 2 351
An Evaluation Framework for Alternative VaR Models 0 0 0 271 0 0 4 745
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 1 2 218
Behavioral heterogeneity in the option market 0 0 0 5 0 0 0 35
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 1 95 3 5 7 308
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 0 1 4 53
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 1 33 0 0 2 113
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 0 0 2 93
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 1 1 1 140 1 1 4 248
Euro crash risk 0 0 0 46 0 1 6 73
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 0 1 123
Is there a Bubble in the Art Market? 0 0 2 98 0 0 8 243
Is there a bubble in the art market? 0 1 1 90 0 1 4 223
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 2 2 94 0 2 4 257
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 0 0 0 274
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 0 0 3 195
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 0 0 1 62
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 1 1 36 0 1 2 61
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 0 227 0 0 1 787
Modelling structural changes in the volatility process 0 0 0 68 0 0 1 192
Noise Trading and the Cross-Section of Index Option Prices 0 0 0 26 1 3 3 100
Press Freedom and Jumps in Stock Prices 0 0 1 33 0 0 3 120
Sentiment Trades and Option Prices 0 0 0 24 1 1 4 80
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 68 0 2 4 182
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 165 0 0 1 674
Skewness Term Structure Tests 0 0 0 21 0 0 2 86
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 2 13 0 0 6 68
TIPS, Inflation Expectations and the Financial Crisis 0 0 2 400 0 0 3 707
The European sovereign debt crisis: What have we learned? 0 0 0 55 0 0 2 120
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 5 0 0 1 41
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 55 0 1 1 194
Total Working Papers 1 5 15 3,051 6 21 91 8,150

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An evaluation framework for alternative VaR-models 0 0 0 90 0 0 1 263
Behavioral heterogeneity in the option market 0 0 1 43 1 1 3 140
Big moves of mutual funds 0 0 0 1 0 0 1 25
Does oil and gold price uncertainty matter for the stock market? 0 0 2 18 0 1 5 86
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 0 1 1 65
Euro crash risk 0 0 1 10 0 0 2 55
Is there a bubble in the art market? 0 0 1 35 0 0 8 160
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 1 1 3 28
Loss Functions in Option Valuation: A Framework for Selection 0 1 1 17 0 1 2 76
Market perceptions of US and European policy actions around the subprime crisis 0 0 1 8 0 0 1 47
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 1 1 1 172
Modeling structural changes in the volatility process 0 0 0 26 0 0 1 126
On style momentum strategies 0 0 0 176 1 2 8 610
On the determinants of portfolio choice 0 0 1 146 0 0 7 530
Option-based compensation: a survey 0 0 2 54 0 0 4 150
Press freedom and jumps in stock prices 0 0 1 19 0 0 1 143
Scale-consistent Value-at-Risk 0 0 0 50 0 0 1 132
Skewness Term-Structure Tests 0 0 0 1 0 0 0 14
TIPS and inflation expectations 0 0 1 50 0 1 2 143
The European sovereign debt crisis: What have we learned? 0 0 1 11 0 0 4 66
The impact of policy responses on stock liquidity 0 0 1 11 0 2 5 44
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 2 5 131 5 10 19 666
Volatility measures and Value-at-Risk 0 12 12 67 1 27 31 188
Total Journal Articles 0 15 31 1,040 10 48 111 3,929
3 registered items for which data could not be found
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Statistics updated 2025-06-06