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 1 1 1 451 1 11 22 1,145
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 2 2 128 1 7 8 359
An Evaluation Framework for Alternative VaR Models 0 1 1 272 2 9 9 754
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 2 9 226
Behavioral heterogeneity in the option market 0 0 0 5 1 8 11 46
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 0 6 17 320
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 6 13 16 68
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 1 8 9 122
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 1 4 7 100
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 1 140 1 5 9 256
Euro crash risk 0 0 0 46 0 8 12 84
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 3 6 129
Is there a Bubble in the Art Market? 0 0 0 98 2 6 10 253
Is there a bubble in the art market? 0 0 1 90 7 14 20 242
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 2 94 1 9 14 269
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 6 13 15 289
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 0 1 2 197
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 0 3 6 68
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 1 36 1 2 4 64
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 1 2 2 229 1 4 5 792
Modelling structural changes in the volatility process 0 0 0 68 3 12 15 207
Noise Trading and the Cross-Section of Index Option Prices 1 1 2 28 3 6 13 110
Press Freedom and Jumps in Stock Prices 0 0 0 33 1 3 3 123
Sentiment Trades and Option Prices 0 0 0 24 0 5 10 89
Skewness Risk Premium: Theory and Empirical Evidence 0 1 1 166 1 7 17 691
Skewness Risk Premium: Theory and Empirical Evidence 1 1 1 69 7 12 16 196
Skewness Term Structure Tests 0 0 0 21 5 11 11 97
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 13 1 7 9 77
TIPS, Inflation Expectations and the Financial Crisis 0 0 2 402 0 10 15 722
The European sovereign debt crisis: What have we learned? 0 0 2 57 3 13 22 142
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 1 1 1 56 3 8 14 207
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 1 1 1 6 2 3 4 45
Total Working Papers 6 11 21 3,067 61 233 360 8,489

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 1 1 91 0 7 8 271
Behavioral heterogeneity in the option market 0 0 1 44 0 9 14 153
Big moves of mutual funds 0 0 0 1 1 2 3 28
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 1 4 7 92
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 0 4 7 71
Euro crash risk 0 0 0 10 1 5 8 63
Is there a bubble in the art market? 0 0 1 36 2 11 16 176
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 0 4 7 34
Loss Functions in Option Valuation: A Framework for Selection 0 0 1 17 0 1 4 79
Market perceptions of US and European policy actions around the subprime crisis 0 0 0 8 0 3 3 50
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 0 2 6 177
Modeling structural changes in the volatility process 0 0 0 26 1 2 4 130
On style momentum strategies 0 0 1 177 0 4 10 618
On the determinants of portfolio choice 0 0 0 146 0 3 8 538
Option-based compensation: a survey 0 0 0 54 2 14 18 168
Press freedom and jumps in stock prices 0 0 0 19 1 5 8 151
Scale-consistent Value-at-Risk 0 0 0 50 1 14 17 149
Skewness Term-Structure Tests 0 0 0 1 0 1 4 18
TIPS and inflation expectations 0 0 0 50 1 6 10 152
The European sovereign debt crisis: What have we learned? 0 0 2 13 1 4 12 78
The impact of policy responses on stock liquidity 0 0 0 11 0 3 6 48
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 1 3 132 4 11 31 687
Volatility measures and Value-at-Risk 0 1 21 76 2 13 54 215
Total Journal Articles 0 3 31 1,056 18 132 265 4,146
3 registered items for which data could not be found
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Statistics updated 2026-03-04