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 2 2 452 3 7 24 1,148
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 1 2 128 2 8 10 361
An Evaluation Framework for Alternative VaR Models 0 0 1 272 0 5 9 754
Behavioral Heterogeneity in the Option Market 0 0 0 98 1 3 9 227
Behavioral heterogeneity in the option market 0 0 0 5 1 8 12 47
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 1 3 16 321
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 1 10 16 69
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 0 3 9 122
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 0 4 7 100
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 1 140 0 3 9 256
Euro crash risk 0 0 0 46 2 4 13 86
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 0 6 10 253
Is there a bubble in the art market? 0 0 1 90 1 12 21 243
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 2 94 2 8 16 271
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 0 10 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 2 4 8 70
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 1 36 1 2 5 65
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 2 2 229 2 6 7 794
Modelling structural changes in the volatility process 0 0 0 68 1 12 16 208
Noise Trading and the Cross-Section of Index Option Prices 0 1 2 28 1 5 13 111
Press Freedom and Jumps in Stock Prices 0 0 0 33 0 2 3 123
Sentiment Trades and Option Prices 0 0 0 24 0 3 10 89
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 166 3 6 20 694
Skewness Risk Premium: Theory and Empirical Evidence 0 1 1 69 9 19 24 205
Skewness Term Structure Tests 0 0 0 21 0 8 11 97
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 13 0 4 9 77
TIPS, Inflation Expectations and the Financial Crisis 0 0 2 402 1 8 16 723
The European sovereign debt crisis: What have we learned? 0 0 2 57 2 10 24 144
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 1 1 56 1 8 15 208
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 1 1 6 1 4 5 46
Total Working Papers 1 9 22 3,068 38 199 390 8,527

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 1 91 0 3 8 271
Behavioral heterogeneity in the option market 0 0 1 44 1 8 15 154
Big moves of mutual funds 0 0 0 1 0 1 3 28
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 1 5 8 93
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 0 1 6 71
Euro crash risk 0 0 0 10 0 4 8 63
Is there a bubble in the art market? 0 0 1 36 0 5 16 176
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 1 5 8 35
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 1 4 4 51
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 0 1 4 130
On style momentum strategies 0 0 1 177 0 3 10 618
On the determinants of portfolio choice 0 0 0 146 0 2 8 538
Option-based compensation: a survey 0 0 0 54 1 13 19 169
Press freedom and jumps in stock prices 0 0 0 19 2 5 10 153
Scale-consistent Value-at-Risk 0 0 0 50 0 12 17 149
Skewness Term-Structure Tests 0 0 0 1 0 1 4 18
TIPS and inflation expectations 0 0 0 50 0 5 10 152
The European sovereign debt crisis: What have we learned? 0 0 2 13 0 3 12 78
The impact of policy responses on stock liquidity 0 0 0 11 0 2 5 48
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 1 2 132 0 10 27 687
Volatility measures and Value-at-Risk 0 0 21 76 1 6 55 216
Total Journal Articles 0 1 30 1,056 8 102 267 4,154
3 registered items for which data could not be found
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Statistics updated 2026-04-09