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 1 3 9 430 1 5 36 1,057
A Volatility Targeting GARCH model with Time-Varying Coefficients 1 2 3 116 2 3 13 314
An Evaluation Framework for Alternative VaR Models 0 0 0 271 0 0 3 736
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 0 4 208
Behavioral heterogeneity in the option market 0 0 1 4 0 1 7 24
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 2 91 0 1 14 287
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 6 0 1 6 39
Does the GARCH Structural Credit Risk Model Make a Difference? 0 1 3 30 5 8 22 99
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 1 49 1 4 16 77
Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency 0 0 0 137 1 3 11 237
Euro crash risk 1 1 3 42 1 1 8 49
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 1 5 45 1 3 10 97
Is there a Bubble in the Art Market? 0 1 3 91 0 4 21 193
Is there a bubble in the art market? 0 0 2 75 4 10 29 174
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 6 79 0 5 28 208
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 1 100 0 0 5 271
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 52 0 1 6 182
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 1 40 1 1 10 59
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 34 2 2 6 55
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 3 225 0 1 7 777
Modelling structural changes in the volatility process 0 0 0 67 0 1 7 189
Noise Trading and the Cross-Section of Index Option Prices 0 1 1 22 0 3 10 72
Press Freedom and Jumps in Stock Prices 0 0 3 23 1 2 21 85
Sentiment Trades and Option Prices 0 0 1 21 0 2 11 65
Skewness Risk Premium: Theory and Empirical Evidence 0 2 14 144 5 19 84 588
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 66 1 3 11 172
Skewness Term Structure Tests 0 0 0 18 5 8 13 71
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 9 3 6 17 56
TIPS, Inflation Expectations and the Financial Crisis 1 2 3 386 1 2 7 673
The European sovereign debt crisis: What have we learned? 0 2 3 47 2 5 17 86
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 5 0 0 4 36
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 54 1 2 9 190
Total Working Papers 4 16 68 2,877 38 107 473 7,426


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 5 86 0 1 13 247
Behavioral heterogeneity in the option market 0 0 1 38 0 3 8 119
Big moves of mutual funds 0 0 1 1 0 1 10 14
Does oil and gold price uncertainty matter for the stock market? 0 1 5 7 0 2 16 42
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 8 0 3 11 53
Euro crash risk 0 1 1 8 1 2 6 40
Investor sentiment, mutual fund flows and its impact on returns and volatility 0 1 1 6 0 1 3 33
Is there a bubble in the art market? 0 0 2 30 1 2 8 112
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 0 2 3 4 8
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 16 1 4 8 71
Mandelbrot and the Smile 0 0 0 0 0 0 0 22
Market perceptions of US and European policy actions around the subprime crisis 0 0 1 6 1 2 6 42
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 1 1 3 62 1 3 7 165
Modeling structural changes in the volatility process 0 0 3 26 0 1 8 119
On style momentum strategies 0 0 0 175 1 3 7 585
On the determinants of portfolio choice 2 2 8 127 4 10 39 437
Option-based compensation: a survey 0 0 0 44 0 0 5 123
Press freedom and jumps in stock prices 0 0 3 11 1 2 19 102
Scale-consistent Value-at-Risk 0 0 0 50 0 1 2 128
Skewness Term-Structure Tests 0 0 0 1 0 1 3 11
TIPS and inflation expectations 0 0 0 46 0 0 2 135
The European sovereign debt crisis: What have we learned? 0 0 0 7 2 3 10 46
The impact of policy responses on stock liquidity 0 0 0 8 0 0 1 26
The relative informational efficiency of stocks, options and credit default swaps during the financial crisis 0 0 0 2 0 0 1 25
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 7 107 3 12 74 560
Volatility measures and Value-at-Risk 0 1 9 36 1 8 33 109
Total Journal Articles 3 7 50 908 19 68 304 3,374


Statistics updated 2021-01-03