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 1 6 445 2 5 17 1,103
A Volatility Targeting GARCH model with Time-Varying Coefficients 0 0 0 120 0 2 5 332
An Evaluation Framework for Alternative VaR Models 0 0 0 271 0 0 0 737
Behavioral Heterogeneity in the Option Market 0 0 0 98 0 0 1 214
Behavioral heterogeneity in the option market 0 0 1 5 0 0 1 31
Cultural Values, CEO Risk Aversion and Corporate Takeovers 0 0 0 94 0 0 1 295
Do Fund Investors Know that Risk is Sometimes not Priced? 0 0 0 8 0 0 3 49
Does the GARCH Structural Credit Risk Model Make a Difference? 0 0 0 32 0 2 5 108
Euro at Risk: The Impact of Member Countries Credit Risk on the Stability of the Common Currency 0 0 1 50 0 0 2 90
Euro at Risk: The Impact of Member Countries’ Credit Risk on the Stability of the Common Currency 0 1 1 138 0 2 2 243
Euro crash risk 1 1 1 43 1 2 4 62
Evaluating Option Pricing Model Performance Using Model Uncertainty 0 0 1 47 1 1 8 110
Is there a Bubble in the Art Market? 0 0 1 94 1 2 14 224
Is there a bubble in the art market? 0 0 6 89 1 2 19 212
Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas 0 1 3 87 1 4 14 243
Loss Functions in Option Valuation: A Framework for Model Selection 0 0 0 100 0 0 0 271
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 52 0 0 0 183
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 34 0 0 0 58
Market Perceptions of US and European Policy Actions Around the Subprime Crisis 0 0 0 41 0 0 0 61
Modelling Scale-Consistent VaR with the Truncated Lévy Flight 1 1 1 226 2 2 4 782
Modelling structural changes in the volatility process 0 0 0 67 0 0 1 190
Noise Trading and the Cross-Section of Index Option Prices 0 1 2 26 0 1 7 95
Press Freedom and Jumps in Stock Prices 1 1 3 30 1 1 5 106
Sentiment Trades and Option Prices 0 0 1 23 0 1 2 74
Skewness Risk Premium: Theory and Empirical Evidence 1 2 6 159 3 5 18 652
Skewness Risk Premium: Theory and Empirical Evidence 0 0 1 67 0 0 2 176
Skewness Term Structure Tests 0 0 3 21 0 1 5 82
Stein s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior? 0 0 0 10 0 0 0 59
TIPS, Inflation Expectations and the Financial Crisis 0 2 4 392 0 4 8 695
The European sovereign debt crisis: What have we learned? 0 0 3 53 1 1 7 108
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 55 0 0 0 193
The Relative Informational Efficiency of Stocks, Options and Credit Default Swaps 0 0 0 5 0 0 0 38
Total Working Papers 5 11 45 2,982 14 38 155 7,876


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 87 0 0 2 251
Behavioral heterogeneity in the option market 1 1 2 41 1 1 4 131
Big moves of mutual funds 0 0 0 1 0 0 2 22
Does oil and gold price uncertainty matter for the stock market? 0 0 4 13 0 1 10 71
Euro at risk: The impact of member countries' credit risk on the stability of the common currency 0 0 1 9 0 0 3 61
Euro crash risk 0 0 0 8 0 0 1 48
Investor sentiment, mutual fund flows and its impact on returns and volatility 0 0 2 10 0 3 12 54
Is there a bubble in the art market? 0 0 2 34 0 0 13 137
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas 0 0 2 4 0 0 7 25
Loss Functions in Option Valuation: A Framework for Selection 0 0 0 16 0 0 0 74
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 0 6 0 0 1 45
Measuring Financial Contagion Using Time‐Aligned Data: The Importance of the Speed of Transmission of Shocks* 0 0 0 62 0 0 0 170
Modeling structural changes in the volatility process 0 0 0 26 0 0 1 124
On style momentum strategies 0 1 1 176 0 1 4 593
On the determinants of portfolio choice 1 2 8 140 3 5 37 501
Option-based compensation: a survey 0 0 0 49 1 2 2 135
Press freedom and jumps in stock prices 0 0 3 17 1 3 16 130
Scale-consistent Value-at-Risk 0 0 0 50 0 1 2 130
Skewness Term-Structure Tests 0 0 0 1 0 0 1 14
TIPS and inflation expectations 0 0 0 46 0 0 1 137
The European sovereign debt crisis: What have we learned? 0 0 1 9 0 0 5 56
The impact of policy responses on stock liquidity 0 0 0 8 0 1 2 34
The relative informational efficiency of stocks, options and credit default swaps during the financial crisis 0 0 0 2 0 0 0 29
Uncertainty avoidance, risk tolerance and corporate takeover decisions 0 1 5 118 1 3 27 622
Volatility measures and Value-at-Risk 1 2 4 52 1 3 10 146
Total Journal Articles 3 7 36 985 8 24 163 3,762


Statistics updated 2022-12-04