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 1 5 12 1,134
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 0 126 0 1 1 352
An Evaluation Framework for Alternative VaR Models 0 0 0 271 0 0 3 745
Behavioral Heterogeneity in the Option Market 0 0 0 98 3 5 7 224
Behavioral heterogeneity in the option market 0 0 0 5 1 2 3 38
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 2 3 11 314
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 1 2 6 55
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 0 1 1 114
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 2 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 3 7 251
Euro crash risk 0 0 0 46 1 2 9 76
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 1 3 4 126
Is there a Bubble in the Art Market? 0 0 0 98 3 3 8 247
Is there a bubble in the art market? 0 0 1 90 1 3 7 228
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 2 94 1 3 6 260
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 1 2 2 276
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 1 36 1 1 2 62
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 1 3 4 65
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 0 227 1 1 1 788
Modelling structural changes in the volatility process 0 0 0 68 0 1 4 195
Noise Trading and the Cross-Section of Index Option Prices 0 1 1 27 1 3 7 104
Press Freedom and Jumps in Stock Prices 0 0 0 33 0 0 0 120
Sentiment Trades and Option Prices 0 0 0 24 0 0 8 84
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 165 4 4 10 684
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 68 1 2 4 184
Skewness Term Structure Tests 0 0 0 21 0 0 1 86
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 13 1 2 3 70
TIPS, Inflation Expectations and the Financial Crisis 0 2 2 402 1 5 5 712
The European sovereign debt crisis: What have we learned? 1 2 2 57 4 7 11 129
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 55 5 5 6 199
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 5 0 0 2 42
Total Working Papers 1 5 11 3,056 40 75 163 8,256

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 2 264
Behavioral heterogeneity in the option market 0 1 1 44 1 3 5 144
Big moves of mutual funds 0 0 0 1 0 1 1 26
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 1 2 5 88
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 2 2 3 67
Euro crash risk 0 0 0 10 0 3 3 58
Is there a bubble in the art market? 0 1 1 36 4 5 8 165
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 2 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 1 1 4 175
Modeling structural changes in the volatility process 0 0 0 26 1 2 2 128
On style momentum strategies 0 1 1 177 2 4 10 614
On the determinants of portfolio choice 0 0 0 146 1 2 7 535
Option-based compensation: a survey 0 0 0 54 2 4 4 154
Press freedom and jumps in stock prices 0 0 0 19 3 3 3 146
Scale-consistent Value-at-Risk 0 0 0 50 2 3 4 135
Skewness Term-Structure Tests 0 0 0 1 1 1 3 17
TIPS and inflation expectations 0 0 0 50 0 3 4 146
The European sovereign debt crisis: What have we learned? 0 2 2 13 1 6 9 74
The impact of policy responses on stock liquidity 0 0 0 11 1 1 3 45
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 5 131 6 8 25 676
Volatility measures and Value-at-Risk 5 5 20 75 5 9 42 202
Total Journal Articles 5 10 31 1,053 36 65 155 4,014
3 registered items for which data could not be found
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Statistics updated 2025-12-06