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 3 4 11 1,133
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 0 126 1 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 1 3 4 221
Behavioral heterogeneity in the option market 0 0 0 5 1 2 2 37
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 1 1 9 312
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 1 1 5 54
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 1 1 1 114
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 1 1 3 94
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 1 140 1 1 5 249
Euro crash risk 0 0 0 46 1 1 8 75
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 2 2 3 125
Is there a Bubble in the Art Market? 0 0 0 98 0 0 6 244
Is there a bubble in the art market? 0 0 1 90 0 3 6 227
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 2 94 2 2 5 259
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 1 1 1 275
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 0 0 1 61
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 1 2 3 64
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 1 3 4 195
Noise Trading and the Cross-Section of Index Option Prices 1 1 1 27 1 2 6 103
Press Freedom and Jumps in Stock Prices 0 0 0 33 0 0 1 120
Sentiment Trades and Option Prices 0 0 0 24 0 0 8 84
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 68 1 1 3 183
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 165 0 1 6 680
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 1 2 69
TIPS, Inflation Expectations and the Financial Crisis 0 2 3 402 1 4 5 711
The European sovereign debt crisis: What have we learned? 1 1 1 56 2 4 7 125
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 55 0 0 1 194
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 5 0 1 2 42
Total Working Papers 2 4 11 3,055 25 43 127 8,216

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 1 2 264
Behavioral heterogeneity in the option market 1 1 1 44 2 2 4 143
Big moves of mutual funds 0 0 0 1 1 1 1 26
Does oil and gold price uncertainty matter for the stock market? 0 0 1 18 1 1 5 87
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 3 3 3 58
Is there a bubble in the art market? 1 1 1 36 1 1 4 161
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 0 2 4 30
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 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 0 0 3 174
Modeling structural changes in the volatility process 0 0 0 26 0 1 1 127
On style momentum strategies 1 1 1 177 2 2 8 612
On the determinants of portfolio choice 0 0 0 146 1 1 7 534
Option-based compensation: a survey 0 0 1 54 0 2 3 152
Press freedom and jumps in stock prices 0 0 0 19 0 0 0 143
Scale-consistent Value-at-Risk 0 0 0 50 1 1 2 133
Skewness Term-Structure Tests 0 0 0 1 0 1 2 16
TIPS and inflation expectations 0 0 0 50 2 3 4 146
The European sovereign debt crisis: What have we learned? 1 2 2 13 4 6 9 73
The impact of policy responses on stock liquidity 0 0 0 11 0 0 2 44
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 5 131 2 2 19 670
Volatility measures and Value-at-Risk 0 0 15 70 2 5 37 197
Total Journal Articles 4 5 28 1,048 22 35 123 3,978
3 registered items for which data could not be found
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Statistics updated 2025-11-08