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 1 1 2 37 2 2 4 25
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 0 0 0 10 0 0 1 7
Change-Point Testing for Risk Measures in Time Series 0 0 0 76 0 0 2 58
Deep Learning Statistical Arbitrage 0 1 10 53 9 16 54 236
Deep Learning in Asset Pricing 3 4 17 178 8 16 48 519
Estimating Latent Asset-Pricing Factors 0 0 0 46 0 0 2 62
Estimating Latent Asset-Pricing Factors 0 0 0 11 0 0 1 62
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 50 1 1 2 128
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 93 1 1 2 132
Inference for Large Panel Data with Many Covariates 0 0 1 17 0 1 5 16
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference 0 0 0 13 1 1 1 62
Machine-Learning the Skill of Mutual Fund Managers 0 1 6 64 0 1 17 191
Machine-Learning the Skill of Mutual Fund Managers 0 0 2 78 0 2 20 220
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 1 1 5 67
Shrinking the Term Structure 1 1 3 4 1 3 13 17
State-Varying Factor Models of Large Dimensions 0 0 0 44 0 0 2 64
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 0 1 1 139
Stripping the Discount Curve - a Robust Machine Learning Approach 0 0 10 63 1 1 31 138
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 0 0 4 16
Total Working Papers 5 8 51 990 25 47 217 2,283

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 2 2 11 0 2 12 268
Deep Learning in Asset Pricing 12 24 74 82 29 64 197 216
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira 0 1 1 5 0 1 1 14
Estimating latent asset-pricing factors 1 1 3 34 4 4 14 144
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 0 4 47 1 2 18 146
Interpretable Sparse Proximate Factors for Large Dimensions 0 1 4 4 0 1 5 9
Large dimensional latent factor modeling with missing observations and applications to causal inference 0 0 3 11 0 3 16 34
Large-dimensional factor modeling based on high-frequency observations 3 4 6 39 3 6 11 130
Machine-learning the skill of mutual fund managers 0 3 10 25 12 22 47 88
New performance-vested stock option schemes 0 0 0 5 0 0 1 45
State-Varying Factor Models of Large Dimensions 0 0 0 3 0 1 8 23
Understanding Systematic Risk: A High‐Frequency Approach 0 0 4 37 1 1 11 134
Total Journal Articles 16 36 111 303 50 107 341 1,251

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Statistics updated 2025-06-06