Markus Leippold

Available identifiers

Publication	Date of Publication	Type
Economic policy uncertainty and the yield curve	2022-08-26	Paper
Short-run risk, business cycle, and the value premium	2021-11-16	Paper
How rational and competitive is the market for mutual funds?	2021-08-18	Paper
What is beneath the surface? Option pricing with multifrequency latent states	2015-06-08	Paper
Equilibrium implications of delegated asset management under benchmarking	2013-07-04	Paper
Multiperiod mean-variance efficient portfolios with endogenous liabilities	2013-03-14	Paper
A remark on Lin and Chang's paper `consistent modeling of S\&P 500 and VIX derivatives'	2012-05-18	Paper
A new goodness-of-fit test for event forecasting and its application to credit defaults	2011-06-09	Paper
Quantile estimation with adaptive importance sampling	2010-03-24	Paper
The Valuation of American Options with Stochastic Stopping Time Constraints	2009-12-16	Paper
Equilibrium impact of value-at-risk regulation	2008-11-25	Paper
A geometric approach to multiperiod mean variance optimization of assets and liabilities	2008-10-24	Paper
Design and Estimation of Multi-Currency Quadratic Models*	2007-12-12	Paper
Efficient calibration of trinomial trees for one-factor short rate models	2005-05-17	Paper
Design and Estimation of Quadratic Term Structure Models *	2003-06-09	Paper

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