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 1 5 27
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 0 0 1 11 1 1 2 9
Change-Point Testing for Risk Measures in Time Series 0 0 0 76 1 1 2 59
Deep Learning Statistical Arbitrage 1 3 8 59 10 20 70 277
Deep Learning in Asset Pricing 3 7 21 187 10 20 64 548
Estimating Latent Asset-Pricing Factors 0 0 0 11 5 5 5 67
Estimating Latent Asset-Pricing Factors 0 0 0 46 2 3 5 65
Factors that Fit the Time Series and Cross-Section of Stock Returns 2 3 3 53 2 5 9 136
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 93 3 4 6 136
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 1 3 64
Machine-Learning the Skill of Mutual Fund Managers 0 0 2 64 1 3 9 194
Machine-Learning the Skill of Mutual Fund Managers 0 0 2 80 0 1 8 224
On the existence of sure profits via flash strategies 0 0 0 69 0 0 0 38
Shrinking the Term Structure 1 1 4 7 1 2 10 21
Shrinking the Term Structure 0 0 0 29 0 0 2 67
State-Varying Factor Models of Large Dimensions 0 0 0 44 2 3 5 67
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 0 1 2 140
Stripping the Discount Curve - a Robust Machine Learning Approach 5 8 11 73 6 13 25 153
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 1 3 6 19
Total Working Papers 12 22 54 1,024 45 87 244 2,413

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 1 4 13 0 2 8 271
Deep Learning in Asset Pricing 16 42 105 137 43 111 295 373
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 2 4 37 5 8 17 154
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 2 3 50 7 10 17 157
Interpretable Sparse Proximate Factors for Large Dimensions 0 0 4 5 0 0 5 11
Large dimensional latent factor modeling with missing observations and applications to causal inference 0 0 1 11 2 3 14 38
Large-dimensional factor modeling based on high-frequency observations 0 0 5 39 0 1 11 132
Machine-learning the skill of mutual fund managers 2 2 9 29 3 10 50 107
New performance-vested stock option schemes 0 0 0 5 0 1 3 47
State-Varying Factor Models of Large Dimensions 0 2 2 5 0 5 15 32
Understanding Systematic Risk: A High‐Frequency Approach 0 0 1 37 2 3 10 138
Total Journal Articles 19 51 139 373 62 154 446 1,474

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Statistics updated 2025-11-08