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 2 2 452 1 5 25 1,149
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 2 128 2 5 12 363
An Evaluation Framework for Alternative VaR Models 0 0 1 272 4 6 13 758
Behavioral Heterogeneity in the Option Market 0 0 0 98 2 3 11 229
Behavioral heterogeneity in the option market 0 0 0 5 0 2 12 47
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 5 6 21 326
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 5 12 21 74
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 2 3 11 124
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 3 4 10 103
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 1 140 4 5 13 260
Euro crash risk 0 0 0 46 1 3 14 87
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 4 4 10 133
Is there a Bubble in the Art Market? 0 0 0 98 1 3 11 254
Is there a bubble in the art market? 0 0 0 90 0 8 20 243
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 0 94 2 5 16 273
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 1 7 16 290
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 1 1 3 198
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 1 3 9 71
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 36 2 4 6 67
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 1 2 229 0 3 7 794
Modelling structural changes in the volatility process 0 0 0 68 3 7 19 211
Noise Trading and the Cross-Section of Index Option Prices 0 1 2 28 2 6 14 113
Press Freedom and Jumps in Stock Prices 0 0 0 33 1 2 4 124
Sentiment Trades and Option Prices 0 0 0 24 1 1 11 90
Skewness Risk Premium: Theory and Empirical Evidence 0 1 1 69 6 22 29 211
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 166 2 6 22 696
Skewness Term Structure Tests 0 0 0 21 0 5 11 97
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 13 3 4 12 80
TIPS, Inflation Expectations and the Financial Crisis 0 0 2 402 2 3 18 725
The European sovereign debt crisis: What have we learned? 0 0 2 57 4 9 28 148
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 1 1 56 4 8 18 212
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 1 1 6 3 6 8 49
Total Working Papers 0 7 18 3,068 72 171 455 8,599

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 10 273
Behavioral heterogeneity in the option market 1 1 2 45 5 6 20 159
Big moves of mutual funds 0 0 0 1 2 3 5 30
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 4 6 11 97
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 3 4 11 66
Is there a bubble in the art market? 0 0 1 36 5 7 21 181
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 3 4 11 38
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 17 6 6 9 85
Market perceptions of US and European policy actions around the subprime crisis 0 0 0 8 0 1 4 51
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 1 1 7 178
Modeling structural changes in the volatility process 0 0 0 26 1 2 5 131
On style momentum strategies 0 0 1 177 1 1 10 619
On the determinants of portfolio choice 0 0 0 146 4 4 12 542
Option-based compensation: a survey 0 0 0 54 0 3 19 169
Press freedom and jumps in stock prices 0 0 0 19 1 4 11 154
Scale-consistent Value-at-Risk 0 0 0 50 2 3 19 151
Skewness Term-Structure Tests 0 0 0 1 0 0 4 18
TIPS and inflation expectations 0 0 0 50 2 3 11 154
The European sovereign debt crisis: What have we learned? 0 0 2 13 3 4 15 81
The impact of policy responses on stock liquidity 0 0 0 11 1 1 5 49
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 1 132 3 7 29 690
Volatility measures and Value-at-Risk 9 9 18 85 16 19 45 232
Total Journal Articles 10 10 26 1,066 65 91 300 4,219
3 registered items for which data could not be found
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Statistics updated 2026-05-06