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 1 2 22 1,151
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 2 128 4 4 17 368
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 0 11 230
Behavioral heterogeneity in the option market 0 0 0 5 1 2 14 50
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 1 96 0 0 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 0 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 2 2 15 263
Euro crash risk 0 0 0 46 1 1 14 88
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 1 1 14 258
Is there a bubble in the art market? 0 0 0 90 0 0 20 245
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 0 94 0 0 17 274
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 0 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 1 2 12 74
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 36 1 2 8 69
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 2 229 1 2 9 796
Modelling structural changes in the volatility process 0 0 0 68 0 0 17 211
Noise Trading and the Cross-Section of Index Option Prices 0 0 2 28 0 0 13 114
Press Freedom and Jumps in Stock Prices 0 0 0 33 0 1 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 1 4 35 217
Skewness Risk Premium: Theory and Empirical Evidence 0 0 2 167 1 1 20 700
Skewness Term Structure Tests 0 0 0 21 0 0 12 98
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 13 1 1 13 81
TIPS, Inflation Expectations and the Financial Crisis 0 0 2 402 1 1 19 726
The European sovereign debt crisis: What have we learned? 0 0 2 57 0 1 28 150
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 1 6 0 0 8 50
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 1 56 1 1 20 214
Total Working Papers 0 0 19 3,070 18 31 472 8,653

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 9 273
Behavioral heterogeneity in the option market 0 0 2 45 0 3 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 0 4 17 103
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 1 1 7 72
Euro crash risk 0 0 0 10 1 2 14 69
Is there a bubble in the art market? 0 0 2 37 1 1 24 184
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 0 0 8 38
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 17 1 2 11 87
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 0 5 179
Modeling structural changes in the volatility process 0 0 0 26 0 0 6 132
On style momentum strategies 0 0 1 177 1 2 12 622
On the determinants of portfolio choice 0 0 1 147 0 1 11 544
Option-based compensation: a survey 0 0 0 54 2 2 22 172
Press freedom and jumps in stock prices 0 0 0 19 0 2 13 156
Scale-consistent Value-at-Risk 0 0 0 50 1 2 21 153
Skewness Term-Structure Tests 1 1 1 2 2 3 5 21
TIPS and inflation expectations 0 0 0 50 1 1 13 156
The European sovereign debt crisis: What have we learned? 0 0 2 13 2 3 18 86
The impact of policy responses on stock liquidity 0 0 0 11 1 3 8 52
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 1 132 5 6 32 700
Volatility measures and Value-at-Risk 1 1 17 87 1 1 42 235
Total Journal Articles 2 2 28 1,071 20 39 329 4,278
3 registered items for which data could not be found
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Statistics updated 2026-09-10