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 2 452 0 1 18 1,151
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 2 128 0 4 16 368
An Evaluation Framework for Alternative VaR Models 0 0 1 272 1 1 14 759
Behavioral Heterogeneity in the Option Market 0 0 0 98 1 2 11 232
Behavioral heterogeneity in the option market 0 0 0 5 3 4 16 53
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 1 96 3 3 18 330
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 2 2 22 76
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 1 1 12 126
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 3 3 12 106
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 0 140 2 4 16 265
Euro crash risk 0 0 0 46 1 2 14 89
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 1 1 9 134
Is there a Bubble in the Art Market? 0 0 0 98 1 3 16 260
Is there a bubble in the art market? 0 0 0 90 1 1 19 246
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 0 94 3 5 20 279
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 2 3 20 295
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 1 2 4 200
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 0 1 10 74
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 36 2 3 10 71
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 2 229 1 2 10 797
Modelling structural changes in the volatility process 0 0 0 68 1 1 17 212
Noise Trading and the Cross-Section of Index Option Prices 0 0 1 28 6 6 17 120
Press Freedom and Jumps in Stock Prices 0 0 0 33 4 5 11 131
Sentiment Trades and Option Prices 0 0 0 24 4 4 10 94
Skewness Risk Premium: Theory and Empirical Evidence 1 1 3 168 1 3 22 702
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 69 0 2 35 218
Skewness Term Structure Tests 1 1 1 22 5 5 17 103
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 13 1 2 13 82
TIPS, Inflation Expectations and the Financial Crisis 0 0 0 402 2 3 17 728
The European sovereign debt crisis: What have we learned? 0 0 1 57 1 1 26 151
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 1 6 4 4 12 54
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 1 56 3 6 25 219
Total Working Papers 2 2 17 3,072 61 90 509 8,725

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 2 2 11 275
Behavioral heterogeneity in the option market 1 1 2 46 1 2 22 165
Big moves of mutual funds 0 0 0 1 0 0 4 30
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 1 1 17 104
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 2 4 10 75
Euro crash risk 0 0 0 10 0 1 11 69
Is there a bubble in the art market? 1 2 3 39 3 5 27 188
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 0 1 9 39
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 17 1 3 13 89
Market perceptions of US and European policy actions around the subprime crisis 0 0 0 8 1 1 5 52
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 0 0 5 179
Modeling structural changes in the volatility process 0 0 0 26 2 2 7 134
On style momentum strategies 0 0 0 177 1 2 11 623
On the determinants of portfolio choice 1 1 2 148 4 4 14 548
Option-based compensation: a survey 0 0 0 54 0 2 20 172
Press freedom and jumps in stock prices 0 0 0 19 4 4 17 160
Scale-consistent Value-at-Risk 0 0 0 50 1 2 21 154
Skewness Term-Structure Tests 0 1 1 2 2 5 8 24
TIPS and inflation expectations 0 0 0 50 1 2 11 157
The European sovereign debt crisis: What have we learned? 0 0 0 13 2 4 15 88
The impact of policy responses on stock liquidity 0 0 0 11 1 2 9 53
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 1 132 2 7 32 702
Volatility measures and Value-at-Risk 1 2 18 88 4 5 42 239
Total Journal Articles 4 7 28 1,076 35 61 341 4,319
3 registered items for which data could not be found
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Statistics updated 2026-11-12