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 2 37 0 1 6 27
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 0 1 1 11 0 1 1 8
Change-Point Testing for Risk Measures in Time Series 0 0 0 76 0 0 1 58
Deep Learning Statistical Arbitrage 2 4 9 58 9 20 68 267
Deep Learning in Asset Pricing 3 6 19 184 7 16 57 538
Estimating Latent Asset-Pricing Factors 0 0 0 11 0 0 0 62
Estimating Latent Asset-Pricing Factors 0 0 0 46 0 1 3 63
Factors that Fit the Time Series and Cross-Section of Stock Returns 1 1 1 51 3 6 7 134
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 93 1 1 3 133
Inference for Large Panel Data with Many Covariates 0 0 1 17 0 0 4 16
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference 0 0 0 13 0 2 3 64
Machine-Learning the Skill of Mutual Fund Managers 0 1 2 80 0 3 8 224
Machine-Learning the Skill of Mutual Fund Managers 0 0 3 64 1 2 10 193
On the existence of sure profits via flash strategies 0 0 0 69 0 0 0 38
Shrinking the Term Structure 0 0 0 29 0 0 3 67
Shrinking the Term Structure 0 1 4 6 1 2 11 20
State-Varying Factor Models of Large Dimensions 0 0 0 44 1 1 3 65
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 0 1 2 140
Stripping the Discount Curve - a Robust Machine Learning Approach 3 5 6 68 5 9 19 147
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 0 0 28 0 0 2 86
Target PCA: Transfer Learning Large Dimensional Panel Data 0 0 0 18 2 2 5 18
Total Working Papers 9 19 48 1,012 30 68 216 2,368

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 1 2 4 13 2 3 12 271
Deep Learning in Asset Pricing 16 33 95 121 41 91 275 330
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira 0 0 1 5 0 0 1 14
Estimating latent asset-pricing factors 1 1 3 36 3 4 13 149
Factors That Fit the Time Series and Cross-Section of Stock Returns 2 2 5 50 2 3 14 150
Interpretable Sparse Proximate Factors for Large Dimensions 0 1 4 5 0 2 5 11
Large dimensional latent factor modeling with missing observations and applications to causal inference 0 0 1 11 0 2 13 36
Large-dimensional factor modeling based on high-frequency observations 0 0 5 39 1 2 12 132
Machine-learning the skill of mutual fund managers 0 2 10 27 1 14 51 104
New performance-vested stock option schemes 0 0 0 5 0 2 3 47
State-Varying Factor Models of Large Dimensions 2 2 2 5 3 9 16 32
Understanding Systematic Risk: A High‐Frequency Approach 0 0 2 37 1 2 10 136
Total Journal Articles 22 43 132 354 54 134 425 1,412

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Statistics updated 2025-10-06