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 2 10 37
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 0 0 0 11 0 1 16 24
Change-Point Testing for Risk Measures in Time Series 1 1 1 77 1 2 20 78
Deep Learning Statistical Arbitrage 2 3 16 74 6 19 113 380
Deep Learning in Asset Pricing 2 6 29 213 7 33 131 669
Estimating Latent Asset-Pricing Factors 0 0 0 46 1 1 13 76
Estimating Latent Asset-Pricing Factors 0 0 1 12 0 1 26 88
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 1 3 96 0 3 30 163
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 4 55 1 3 37 171
Imputation-Powered Inference for Missing Covariates 0 0 21 21 0 3 16 16
Inference for Large Panel Data with Many Covariates 0 0 0 17 0 1 12 28
Inference with AI-Generated Covariates 13 20 20 20 13 74 74 74
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference 0 0 0 13 0 0 12 76
Machine-Learning the Skill of Mutual Fund Managers 1 1 1 65 2 4 15 208
Machine-Learning the Skill of Mutual Fund Managers 0 0 1 81 1 3 40 264
On the existence of sure profits via flash strategies 0 0 0 69 1 2 14 52
Shrinking the Term Structure 0 0 1 30 0 1 10 77
Shrinking the Term Structure 0 0 2 8 0 7 18 38
State-Varying Factor Models of Large Dimensions 0 1 2 46 1 5 16 81
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 0 2 14 154
Stripping the Discount Curve - a Robust Machine Learning Approach 1 4 23 91 2 11 57 204
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 0 0 28 1 2 22 108
Target PCA: Transfer Learning Large Dimensional Panel Data 0 0 0 18 0 1 16 34
Total Working Papers 20 37 125 1,137 37 181 732 3,100

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 0 13 0 1 18 289
Deep Learning in Asset Pricing 20 49 181 302 50 130 587 917
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 42 2 7 47 196
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 0 18 68 1 4 61 211
Interpretable Sparse Proximate Factors for Large Dimensions 0 0 3 8 0 3 25 36
Large dimensional latent factor modeling with missing observations and applications to causal inference 0 1 3 14 1 5 32 68
Large-dimensional factor modeling based on high-frequency observations 0 0 3 42 1 1 24 156
Machine-learning the skill of mutual fund managers 1 1 8 35 4 10 63 167
New performance-vested stock option schemes 0 0 0 5 0 1 6 53
State-Varying Factor Models of Large Dimensions 1 2 3 8 4 7 23 55
Understanding Systematic Risk: A High‐Frequency Approach 0 0 4 41 0 1 36 172
Total Journal Articles 23 55 229 583 63 170 929 2,341

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Statistics updated 2026-10-11