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 0 0 12 35
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 0 0 1 11 7 9 15 22
Change-Point Testing for Risk Measures in Time Series 0 0 0 76 4 6 16 74
Deep Learning Statistical Arbitrage 1 8 18 71 6 37 122 349
Deep Learning in Asset Pricing 3 8 26 201 13 39 105 616
Estimating Latent Asset-Pricing Factors 0 0 1 12 3 8 24 86
Estimating Latent Asset-Pricing Factors 0 0 0 46 3 4 12 74
Factors that Fit the Time Series and Cross-Section of Stock Returns 1 1 1 94 4 11 25 156
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 1 4 54 7 13 37 164
Imputation-Powered Inference for Missing Covariates 0 17 21 21 0 2 12 12
Inference for Large Panel Data with Many Covariates 0 0 0 17 1 1 10 26
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference 0 0 0 13 3 4 14 75
Machine-Learning the Skill of Mutual Fund Managers 0 1 3 81 8 12 29 249
Machine-Learning the Skill of Mutual Fund Managers 0 0 0 64 2 6 13 204
On the existence of sure profits via flash strategies 0 0 0 69 0 6 12 50
Shrinking the Term Structure 0 0 5 8 2 4 14 30
Shrinking the Term Structure 0 0 1 30 4 4 10 76
State-Varying Factor Models of Large Dimensions 1 1 1 45 1 2 11 75
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 2 3 13 152
Stripping the Discount Curve - a Robust Machine Learning Approach 1 3 22 85 3 9 51 188
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 0 0 28 3 8 19 105
Target PCA: Transfer Learning Large Dimensional Panel Data 0 0 0 18 5 9 17 33
Total Working Papers 7 40 105 1,090 81 197 593 2,851

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 3 3 19 287
Deep Learning in Asset Pricing 15 56 155 225 48 159 493 680
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira 0 0 0 5 3 5 7 21
Estimating latent asset-pricing factors 0 0 6 39 2 10 40 180
Factors That Fit the Time Series and Cross-Section of Stock Returns 9 10 13 60 16 27 45 190
Interpretable Sparse Proximate Factors for Large Dimensions 0 2 3 7 4 9 19 28
Large dimensional latent factor modeling with missing observations and applications to causal inference 1 1 2 13 7 11 27 61
Large-dimensional factor modeling based on high-frequency observations 0 0 6 42 4 11 27 154
Machine-learning the skill of mutual fund managers 0 0 9 34 5 16 71 147
New performance-vested stock option schemes 0 0 0 5 1 1 7 52
State-Varying Factor Models of Large Dimensions 0 0 3 6 3 5 23 46
Understanding Systematic Risk: A High‐Frequency Approach 1 3 4 41 3 7 33 166
Total Journal Articles 26 72 203 490 99 264 811 2,012

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Statistics updated 2026-05-06