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 21 1,150
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 2 128 0 1 13 364
An Evaluation Framework for Alternative VaR Models 0 0 1 272 0 0 13 758
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 1 12 230
Behavioral heterogeneity in the option market 0 0 0 5 1 2 14 49
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 1 1 96 0 1 16 327
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 0 0 21 74
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 1 1 12 125
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 0 0 10 103
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 0 140 0 1 13 261
Euro crash risk 0 0 0 46 0 0 13 87
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 0 10 133
Is there a Bubble in the Art Market? 0 0 0 98 0 3 13 257
Is there a bubble in the art market? 0 0 0 90 0 2 21 245
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 0 94 0 1 17 274
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 1 2 18 292
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 0 0 2 198
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 0 2 11 73
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 36 0 1 7 68
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 2 229 0 1 8 795
Modelling structural changes in the volatility process 0 0 0 68 0 0 19 211
Noise Trading and the Cross-Section of Index Option Prices 0 0 2 28 0 1 13 114
Press Freedom and Jumps in Stock Prices 0 0 0 33 0 2 6 126
Sentiment Trades and Option Prices 0 0 0 24 0 0 6 90
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 69 0 5 34 216
Skewness Risk Premium: Theory and Empirical Evidence 0 1 2 167 0 3 20 699
Skewness Term Structure Tests 0 0 0 21 0 1 12 98
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 13 0 0 12 80
TIPS, Inflation Expectations and the Financial Crisis 0 0 2 402 0 0 18 725
The European sovereign debt crisis: What have we learned? 0 0 2 57 0 2 29 150
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 1 6 0 1 9 50
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 1 56 0 1 19 213
Total Working Papers 0 2 19 3,070 3 36 462 8,635

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 0 10 273
Behavioral heterogeneity in the option market 0 0 2 45 3 4 22 163
Big moves of mutual funds 0 0 0 1 0 0 5 30
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 2 6 17 103
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 0 0 6 71
Euro crash risk 0 0 0 10 1 2 13 68
Is there a bubble in the art market? 0 1 2 37 0 2 23 183
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 0 0 10 38
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 17 1 1 10 86
Market perceptions of US and European policy actions around the subprime crisis 0 0 0 8 0 0 4 51
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 0 1 5 179
Modeling structural changes in the volatility process 0 0 0 26 0 1 6 132
On style momentum strategies 0 0 1 177 0 2 11 621
On the determinants of portfolio choice 0 1 1 147 0 2 11 544
Option-based compensation: a survey 0 0 0 54 0 1 20 170
Press freedom and jumps in stock prices 0 0 0 19 1 2 13 156
Scale-consistent Value-at-Risk 0 0 0 50 0 1 20 152
Skewness Term-Structure Tests 0 0 0 1 1 1 4 19
TIPS and inflation expectations 0 0 0 50 0 1 12 155
The European sovereign debt crisis: What have we learned? 0 0 2 13 0 3 17 84
The impact of policy responses on stock liquidity 0 0 0 11 1 2 7 51
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 1 132 1 5 27 695
Volatility measures and Value-at-Risk 0 1 16 86 0 2 42 234
Total Journal Articles 0 3 26 1,069 11 39 315 4,258
3 registered items for which data could not be found
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Statistics updated 2026-08-07