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 1 2 452 0 4 25 1,149
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 2 128 1 5 13 364
An Evaluation Framework for Alternative VaR Models 0 0 1 272 0 4 13 758
Behavioral Heterogeneity in the Option Market 0 0 0 98 1 4 12 230
Behavioral heterogeneity in the option market 0 0 0 5 1 2 13 48
Cultural Values, CEO Risk Aversion and Corporate Takeovers 1 1 1 96 1 7 19 327
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 0 6 21 74
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 0 2 11 124
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 0 3 10 103
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 0 140 1 5 13 261
Euro crash risk 0 0 0 46 0 3 14 87
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 0 4 10 133
Is there a Bubble in the Art Market? 0 0 0 98 3 4 14 257
Is there a bubble in the art market? 0 0 0 90 2 3 22 245
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 0 94 1 5 17 274
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 0 1 16 290
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 0 1 3 198
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 1 4 10 72
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 36 0 3 6 67
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 0 0 2 229 0 2 7 794
Modelling structural changes in the volatility process 0 0 0 68 0 4 19 211
Noise Trading and the Cross-Section of Index Option Prices 0 0 2 28 1 4 14 114
Press Freedom and Jumps in Stock Prices 0 0 0 33 1 2 5 125
Sentiment Trades and Option Prices 0 0 0 24 0 1 10 90
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 69 2 17 31 213
Skewness Risk Premium: Theory and Empirical Evidence 1 1 2 167 3 8 25 699
Skewness Term Structure Tests 0 0 0 21 1 1 12 98
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 13 0 3 12 80
TIPS, Inflation Expectations and the Financial Crisis 0 0 2 402 0 3 18 725
The European sovereign debt crisis: What have we learned? 0 0 2 57 1 7 29 149
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 1 6 1 5 9 50
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 1 56 1 6 19 213
Total Working Papers 2 3 19 3,070 23 133 472 8,622

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 2 10 273
Behavioral heterogeneity in the option market 0 1 2 45 1 7 20 160
Big moves of mutual funds 0 0 0 1 0 2 5 30
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 2 7 13 99
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 4 12 67
Is there a bubble in the art market? 1 1 2 37 2 7 23 183
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 0 4 10 38
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 17 0 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 2 7 179
Modeling structural changes in the volatility process 0 0 0 26 1 2 6 132
On style momentum strategies 0 0 1 177 1 2 10 620
On the determinants of portfolio choice 1 1 1 147 1 5 13 543
Option-based compensation: a survey 0 0 0 54 1 2 20 170
Press freedom and jumps in stock prices 0 0 0 19 0 3 11 154
Scale-consistent Value-at-Risk 0 0 0 50 0 2 19 151
Skewness Term-Structure Tests 0 0 0 1 0 0 4 18
TIPS and inflation expectations 0 0 0 50 1 3 12 155
The European sovereign debt crisis: What have we learned? 0 0 2 13 2 5 17 83
The impact of policy responses on stock liquidity 0 0 0 11 0 1 5 49
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 0 1 132 4 7 28 694
Volatility measures and Value-at-Risk 1 10 19 86 2 19 46 234
Total Journal Articles 3 13 29 1,069 20 93 310 4,239
3 registered items for which data could not be found
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Statistics updated 2026-06-04