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 0 450 7 11 18 1,141
A Volatility Targeting GARCH model with Time-Varying Coefficients 1 1 1 127 1 2 2 353
An Evaluation Framework for Alternative VaR Models 1 1 1 272 4 4 7 749
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 4 7 224
Behavioral heterogeneity in the option market 0 0 0 5 1 3 4 39
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 4 7 15 318
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 4 6 10 59
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 5 6 6 119
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 0 3 5 96
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 1 140 2 5 8 253
Euro crash risk 0 0 0 46 6 8 15 82
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 3 4 126
Is there a Bubble in the Art Market? 0 0 0 98 0 3 8 247
Is there a bubble in the art market? 0 0 1 90 3 4 10 231
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 2 94 3 6 9 263
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 3 5 5 279
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 0 0 3 196
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 1 3 5 66
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 1 36 1 2 3 63
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 0 227 0 1 1 788
Modelling structural changes in the volatility process 0 0 0 68 1 2 5 196
Noise Trading and the Cross-Section of Index Option Prices 0 1 1 27 2 4 9 106
Press Freedom and Jumps in Stock Prices 0 0 0 33 1 1 1 121
Sentiment Trades and Option Prices 0 0 0 24 2 2 9 86
Skewness Risk Premium: Theory and Empirical Evidence 1 1 1 166 4 8 14 688
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 68 2 4 6 186
Skewness Term Structure Tests 0 0 0 21 3 3 4 89
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 13 3 5 6 73
TIPS, Inflation Expectations and the Financial Crisis 0 0 2 402 3 5 8 715
The European sovereign debt crisis: What have we learned? 0 2 2 57 5 11 15 134
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 5 0 0 2 42
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 55 1 6 7 200
Total Working Papers 3 6 13 3,059 72 137 231 8,328

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 1 1 1 91 4 4 6 268
Behavioral heterogeneity in the option market 0 1 1 44 2 5 7 146
Big moves of mutual funds 0 0 0 1 1 2 2 27
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 0 2 4 88
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 3 5 6 70
Euro crash risk 0 0 0 10 1 4 4 59
Is there a bubble in the art market? 0 1 1 36 6 11 14 171
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 0 0 4 30
Loss Functions in Option Valuation: A Framework for Selection 0 0 1 17 0 2 4 78
Market perceptions of US and European policy actions around the subprime crisis 0 0 0 8 0 0 0 47
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 0 1 4 175
Modeling structural changes in the volatility process 0 0 0 26 1 2 3 129
On style momentum strategies 0 1 1 177 1 5 8 615
On the determinants of portfolio choice 0 0 0 146 1 3 7 536
Option-based compensation: a survey 0 0 0 54 2 4 6 156
Press freedom and jumps in stock prices 0 0 0 19 2 5 5 148
Scale-consistent Value-at-Risk 0 0 0 50 2 5 6 137
Skewness Term-Structure Tests 0 0 0 1 0 1 3 17
TIPS and inflation expectations 0 0 0 50 1 3 5 147
The European sovereign debt crisis: What have we learned? 0 1 2 13 1 6 10 75
The impact of policy responses on stock liquidity 0 0 0 11 1 2 4 46
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 5 131 1 9 25 677
Volatility measures and Value-at-Risk 1 6 21 76 8 15 49 210
Total Journal Articles 2 11 33 1,055 38 96 186 4,052
3 registered items for which data could not be found
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Statistics updated 2026-01-09