Access Statistics for Markus Pelger

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 Simple Method for Predicting Covariance Matrices of Financial Returns 0 0 0 37 2 2 11 37
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 0 0 0 11 0 1 15 23
Change-Point Testing for Risk Measures in Time Series 0 0 0 76 0 2 18 76
Deep Learning Statistical Arbitrage 1 1 16 72 7 19 111 368
Deep Learning in Asset Pricing 2 8 29 209 15 35 123 651
Estimating Latent Asset-Pricing Factors 0 0 1 12 1 2 26 88
Estimating Latent Asset-Pricing Factors 0 0 0 46 0 1 13 75
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 1 5 55 0 4 37 168
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 1 2 95 0 4 28 160
Imputation-Powered Inference for Missing Covariates 0 0 21 21 0 1 13 13
Inference for Large Panel Data with Many Covariates 0 0 0 17 0 1 11 27
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference 0 0 0 13 0 1 13 76
Machine-Learning the Skill of Mutual Fund Managers 0 0 1 81 1 13 39 262
Machine-Learning the Skill of Mutual Fund Managers 0 0 0 64 1 1 14 205
On the existence of sure profits via flash strategies 0 0 0 69 0 0 12 50
Shrinking the Term Structure 0 0 2 8 1 2 13 32
Shrinking the Term Structure 0 0 1 30 0 0 9 76
State-Varying Factor Models of Large Dimensions 1 1 2 46 3 4 15 79
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 2 2 15 154
Stripping the Discount Curve - a Robust Machine Learning Approach 2 4 24 89 8 13 61 201
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 0 0 28 1 2 21 107
Target PCA: Transfer Learning Large Dimensional Panel Data 0 0 0 18 0 0 17 33
Total Working Papers 6 16 104 1,106 42 110 635 2,961
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Contingent Capital, Tail Risk, and Debt-Induced Collapse 0 0 1 13 0 1 19 288
Deep Learning in Asset Pricing 12 40 170 265 36 143 561 823
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira 0 0 0 5 0 0 7 21
Estimating latent asset-pricing factors 1 2 6 41 3 12 46 192
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 8 20 68 2 19 62 209
Interpretable Sparse Proximate Factors for Large Dimensions 0 1 3 8 2 7 24 35
Large dimensional latent factor modeling with missing observations and applications to causal inference 1 1 3 14 4 6 32 67
Large-dimensional factor modeling based on high-frequency observations 0 0 3 42 0 1 24 155
Machine-learning the skill of mutual fund managers 0 0 7 34 4 14 64 161
New performance-vested stock option schemes 0 0 0 5 0 0 6 52
State-Varying Factor Models of Large Dimensions 1 1 4 7 1 3 22 49
Understanding Systematic Risk: A High‐Frequency Approach 0 0 4 41 1 6 37 172
Total Journal Articles 15 53 221 543 53 212 904 2,224

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Statistics updated 2026-08-07