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 1 37 4 4 8 31
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 0 0 1 11 1 4 5 12
Change-Point Testing for Risk Measures in Time Series 0 0 0 76 4 8 9 66
Deep Learning Statistical Arbitrage 0 2 8 60 13 30 82 297
Deep Learning in Asset Pricing 2 8 21 192 11 29 75 567
Estimating Latent Asset-Pricing Factors 0 0 0 11 4 9 9 71
Estimating Latent Asset-Pricing Factors 0 0 0 46 2 6 9 69
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 2 3 53 7 13 20 147
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 93 2 8 10 141
Imputation-Powered Inference for Missing Covariates 1 1 1 1 4 4 4 4
Inference for Large Panel Data with Many Covariates 0 0 1 17 1 4 8 20
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference 0 0 0 13 2 4 7 68
Machine-Learning the Skill of Mutual Fund Managers 0 0 2 80 2 4 10 228
Machine-Learning the Skill of Mutual Fund Managers 0 0 1 64 1 2 7 195
On the existence of sure profits via flash strategies 0 0 0 69 1 1 1 39
Shrinking the Term Structure 1 2 5 8 2 3 11 23
Shrinking the Term Structure 1 1 1 30 1 2 3 69
State-Varying Factor Models of Large Dimensions 0 0 0 44 2 6 8 71
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 4 5 7 145
Stripping the Discount Curve - a Robust Machine Learning Approach 2 9 14 77 4 15 29 162
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 0 0 28 0 2 4 88
Target PCA: Transfer Learning Large Dimensional Panel Data 0 0 0 18 1 3 7 21
Total Working Papers 7 25 59 1,037 73 166 333 2,534

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 4 13 0 11 16 282
Deep Learning in Asset Pricing 11 40 118 161 59 136 354 466
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira 0 0 1 5 0 1 2 15
Estimating latent asset-pricing factors 1 2 5 38 7 15 25 164
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 0 3 50 3 12 20 162
Interpretable Sparse Proximate Factors for Large Dimensions 0 0 3 5 0 2 6 13
Large dimensional latent factor modeling with missing observations and applications to causal inference 0 1 2 12 5 11 22 47
Large-dimensional factor modeling based on high-frequency observations 2 3 8 42 3 5 14 137
Machine-learning the skill of mutual fund managers 0 7 13 34 4 21 63 125
New performance-vested stock option schemes 0 0 0 5 2 2 5 49
State-Varying Factor Models of Large Dimensions 0 0 2 5 3 5 20 37
Understanding Systematic Risk: A High‐Frequency Approach 0 0 0 37 7 18 23 154
Total Journal Articles 14 53 159 407 93 239 570 1,651

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Statistics updated 2026-01-09