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 5 5 8 1,129
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 0 126 0 0 2 351
An Evaluation Framework for Alternative VaR Models 0 0 0 271 0 0 4 745
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 0 2 218
Behavioral heterogeneity in the option market 0 0 0 5 0 0 0 35
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 0 6 8 311
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 0 0 4 53
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 0 0 0 113
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 0 0 2 93
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 1 1 140 0 1 4 248
Euro crash risk 0 0 0 46 1 1 7 74
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 0 1 123
Is there a Bubble in the Art Market? 0 0 2 98 0 1 8 244
Is there a bubble in the art market? 0 0 1 90 1 1 4 224
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 2 94 0 0 4 257
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 0 0 0 274
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 1 1 3 196
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 1 36 0 0 2 61
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 0 0 1 62
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 0 227 0 0 1 787
Modelling structural changes in the volatility process 0 0 0 68 0 0 1 192
Noise Trading and the Cross-Section of Index Option Prices 0 0 0 26 0 2 4 101
Press Freedom and Jumps in Stock Prices 0 0 0 33 0 0 2 120
Sentiment Trades and Option Prices 0 0 0 24 0 5 8 84
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 165 2 5 5 679
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 68 0 0 2 182
Skewness Term Structure Tests 0 0 0 21 0 0 1 86
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 1 13 0 0 2 68
TIPS, Inflation Expectations and the Financial Crisis 0 0 1 400 0 0 2 707
The European sovereign debt crisis: What have we learned? 0 0 0 55 1 1 3 121
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 5 0 0 1 41
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 55 0 0 1 194
Total Working Papers 0 1 10 3,051 11 29 97 8,173

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 1 263
Behavioral heterogeneity in the option market 0 0 0 43 1 2 3 141
Big moves of mutual funds 0 0 0 1 0 0 1 25
Does oil and gold price uncertainty matter for the stock market? 0 0 2 18 0 0 5 86
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 0 0 1 65
Euro crash risk 0 0 0 10 0 0 1 55
Is there a bubble in the art market? 0 0 1 35 0 0 5 160
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 0 1 3 28
Loss Functions in Option Valuation: A Framework for Selection 0 0 1 17 0 0 2 76
Market perceptions of US and European policy actions around the subprime crisis 0 0 1 8 0 0 1 47
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 2 3 3 174
Modeling structural changes in the volatility process 0 0 0 26 0 0 1 126
On style momentum strategies 0 0 0 176 0 1 8 610
On the determinants of portfolio choice 0 0 1 146 3 3 10 533
Option-based compensation: a survey 0 0 2 54 0 0 4 150
Press freedom and jumps in stock prices 0 0 0 19 0 0 0 143
Scale-consistent Value-at-Risk 0 0 0 50 0 0 1 132
Skewness Term-Structure Tests 0 0 0 1 0 1 1 15
TIPS and inflation expectations 0 0 1 50 0 0 2 143
The European sovereign debt crisis: What have we learned? 0 0 1 11 0 1 5 67
The impact of policy responses on stock liquidity 0 0 1 11 0 0 5 44
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 5 131 1 7 19 668
Volatility measures and Value-at-Risk 1 3 15 70 2 5 35 192
Total Journal Articles 1 3 31 1,043 9 24 117 3,943
3 registered items for which data could not be found
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Statistics updated 2025-08-05