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 0 450 3 11 21 1,144
A Volatility Targeting GARCH model with Time-Varying Coefficients 1 2 2 128 5 6 7 358
An Evaluation Framework for Alternative VaR Models 0 1 1 272 3 7 9 752
Behavioral Heterogeneity in the Option Market 0 0 0 98 2 5 9 226
Behavioral heterogeneity in the option market 0 0 0 5 6 8 10 45
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 95 2 8 17 320
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 3 8 12 62
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 33 2 7 8 121
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 0 50 3 5 8 99
Euro at Risk: The Impact of Member Countries? Credit Risk on the Stability of the Common Currency 0 0 1 140 2 6 9 255
Euro crash risk 0 0 0 46 2 9 17 84
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 0 53 3 4 6 129
Is there a Bubble in the Art Market? 0 0 0 98 4 7 11 251
Is there a bubble in the art market? 0 0 1 90 4 8 13 235
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 0 2 94 5 9 13 268
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 101 4 8 9 283
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 56 1 1 3 197
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 2 4 7 68
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 1 36 0 2 3 63
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 1 1 1 228 3 4 4 791
Modelling structural changes in the volatility process 0 0 0 68 8 9 13 204
Noise Trading and the Cross-Section of Index Option Prices 0 0 1 27 1 4 10 107
Press Freedom and Jumps in Stock Prices 0 0 0 33 1 2 2 122
Sentiment Trades and Option Prices 0 0 0 24 3 5 11 89
Skewness Risk Premium: Theory and Empirical Evidence 0 0 0 68 3 6 9 189
Skewness Risk Premium: Theory and Empirical Evidence 0 1 1 166 2 10 16 690
Skewness Term Structure Tests 0 0 0 21 3 6 7 92
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 13 3 7 8 76
TIPS, Inflation Expectations and the Financial Crisis 0 0 2 402 7 11 15 722
The European sovereign debt crisis: What have we learned? 0 1 2 57 5 14 19 139
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 55 4 10 11 204
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 5 1 1 2 43
Total Working Papers 2 6 15 3,061 100 212 319 8,428

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 1 1 91 3 7 9 271
Behavioral heterogeneity in the option market 0 0 1 44 7 10 14 153
Big moves of mutual funds 0 0 0 1 0 1 2 27
Does oil and gold price uncertainty matter for the stock market? 0 0 0 18 3 4 7 91
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 0 10 1 6 7 71
Euro crash risk 0 0 0 10 3 4 7 62
Is there a bubble in the art market? 0 0 1 36 3 13 16 174
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 0 4 4 4 7 34
Loss Functions in Option Valuation: A Framework for Selection 0 0 1 17 1 3 5 79
Market perceptions of US and European policy actions around the subprime crisis 0 0 0 8 3 3 3 50
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 2 3 6 177
Modeling structural changes in the volatility process 0 0 0 26 0 2 3 129
On style momentum strategies 0 0 1 177 3 6 11 618
On the determinants of portfolio choice 0 0 0 146 2 4 8 538
Option-based compensation: a survey 0 0 0 54 10 14 16 166
Press freedom and jumps in stock prices 0 0 0 19 2 7 7 150
Scale-consistent Value-at-Risk 0 0 0 50 11 15 17 148
Skewness Term-Structure Tests 0 0 0 1 1 2 4 18
TIPS and inflation expectations 0 0 0 50 4 5 9 151
The European sovereign debt crisis: What have we learned? 0 0 2 13 2 4 11 77
The impact of policy responses on stock liquidity 0 0 0 11 2 4 6 48
Uncertainty avoidance, risk tolerance and corporate takeover decisions 1 1 5 132 6 13 30 683
Volatility measures and Value-at-Risk 0 6 21 76 3 16 52 213
Total Journal Articles 1 8 33 1,056 76 150 257 4,128
3 registered items for which data could not be found
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Statistics updated 2026-02-12