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 0 0 10 35
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 0 0 1 11 0 8 15 22
Change-Point Testing for Risk Measures in Time Series 0 0 0 76 2 6 18 76
Deep Learning Statistical Arbitrage 0 2 18 71 6 25 119 355
Deep Learning in Asset Pricing 2 10 25 203 5 39 102 621
Estimating Latent Asset-Pricing Factors 0 0 1 12 0 4 24 86
Estimating Latent Asset-Pricing Factors 0 0 0 46 1 4 13 75
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 1 1 94 2 8 26 158
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 4 54 3 14 39 167
Imputation-Powered Inference for Missing Covariates 0 0 21 21 1 1 13 13
Inference for Large Panel Data with Many Covariates 0 0 0 17 1 2 11 27
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference 0 0 0 13 1 5 14 76
Machine-Learning the Skill of Mutual Fund Managers 0 1 3 81 6 17 35 255
Machine-Learning the Skill of Mutual Fund Managers 0 0 0 64 0 2 13 204
On the existence of sure profits via flash strategies 0 0 0 69 0 2 12 50
Shrinking the Term Structure 0 0 1 30 0 4 9 76
Shrinking the Term Structure 0 0 4 8 0 2 13 30
State-Varying Factor Models of Large Dimensions 0 1 1 45 0 2 11 75
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 0 2 13 152
Stripping the Discount Curve - a Robust Machine Learning Approach 2 4 24 87 3 9 53 191
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 0 0 28 1 4 20 106
Target PCA: Transfer Learning Large Dimensional Panel Data 0 0 0 18 0 8 17 33
Total Working Papers 4 19 104 1,094 32 168 600 2,883

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 2 13 0 3 19 287
Deep Learning in Asset Pricing 14 55 157 239 55 178 519 735
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira 0 0 0 5 0 5 7 21
Estimating latent asset-pricing factors 0 0 5 39 4 13 40 184
Factors That Fit the Time Series and Cross-Section of Stock Returns 5 14 18 65 12 36 56 202
Interpretable Sparse Proximate Factors for Large Dimensions 1 1 4 8 5 11 24 33
Large dimensional latent factor modeling with missing observations and applications to causal inference 0 1 2 13 0 9 27 61
Large-dimensional factor modeling based on high-frequency observations 0 0 3 42 1 8 25 155
Machine-learning the skill of mutual fund managers 0 0 9 34 6 13 65 153
New performance-vested stock option schemes 0 0 0 5 0 1 7 52
State-Varying Factor Models of Large Dimensions 0 0 3 6 1 5 24 47
Understanding Systematic Risk: A High‐Frequency Approach 0 2 4 41 0 5 32 166
Total Journal Articles 20 73 207 510 84 287 845 2,096

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Statistics updated 2026-06-04