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 8 12 35
Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff 0 0 1 11 1 3 7 14
Change-Point Testing for Risk Measures in Time Series 0 0 0 76 2 8 12 70
Deep Learning Statistical Arbitrage 6 9 17 69 18 46 110 330
Deep Learning in Asset Pricing 0 3 19 193 5 26 79 582
Estimating Latent Asset-Pricing Factors 0 0 0 46 1 4 9 71
Estimating Latent Asset-Pricing Factors 0 1 1 12 4 15 20 82
Factors that Fit the Time Series and Cross-Section of Stock Returns 1 1 4 54 2 13 26 153
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 93 5 11 19 150
Imputation-Powered Inference for Missing Covariates 17 21 21 21 2 12 12 12
Inference for Large Panel Data with Many Covariates 0 0 0 17 0 6 10 25
Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference 0 0 0 13 0 5 10 71
Machine-Learning the Skill of Mutual Fund Managers 0 0 2 80 1 12 20 238
Machine-Learning the Skill of Mutual Fund Managers 0 0 1 64 4 8 12 202
On the existence of sure profits via flash strategies 0 0 0 69 4 10 10 48
Shrinking the Term Structure 0 1 5 8 2 7 14 28
Shrinking the Term Structure 0 1 1 30 0 4 6 72
State-Varying Factor Models of Large Dimensions 0 0 0 44 0 4 9 73
Stress Scenario Selection by Empirical Likelihood 0 0 0 9 1 9 12 150
Stripping the Discount Curve - a Robust Machine Learning Approach 1 8 20 83 3 24 45 182
Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps 0 0 0 28 5 14 16 102
Target PCA: Transfer Learning Large Dimensional Panel Data 0 0 0 18 1 5 9 25
Total Working Papers 25 45 93 1,075 61 254 479 2,715

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 2 18 284
Deep Learning in Asset Pricing 15 34 126 184 36 150 405 557
Discussion of “Text Selection” by Bryan Kelly, Asaf Manela, and Alan Moreira 0 0 1 5 0 1 3 16
Estimating latent asset-pricing factors 0 2 6 39 1 14 31 171
Factors That Fit the Time Series and Cross-Section of Stock Returns 1 1 4 51 3 7 22 166
Interpretable Sparse Proximate Factors for Large Dimensions 2 2 4 7 3 9 14 22
Large dimensional latent factor modeling with missing observations and applications to causal inference 0 0 1 12 2 10 21 52
Large-dimensional factor modeling based on high-frequency observations 0 2 7 42 4 13 23 147
Machine-learning the skill of mutual fund managers 0 0 12 34 9 19 74 140
New performance-vested stock option schemes 0 0 0 5 0 4 6 51
State-Varying Factor Models of Large Dimensions 0 1 3 6 1 8 20 42
Understanding Systematic Risk: A High‐Frequency Approach 1 2 2 39 2 14 28 161
Total Journal Articles 19 44 170 437 61 251 665 1,809

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Statistics updated 2026-03-04