Markus Leippold
Markus Leippold
University of Zurich, Department of Banking and Finance
bf.uzh.ch üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Asset pricing under the quadratic class
M Leippold, L Wu
Journal of Financial and Quantitative Analysis, 271-295, 2002
315*2002
The term structure of variance swap rates and optimal variance swap investments
D Egloff, M Leippold, L Wu
Journal of Financial and Quantitative Analysis, 1279-1310, 2010
249*2010
A geometric approach to multiperiod mean variance optimization of assets and liabilities
M Leippold, F Trojani, P Vanini
Journal of Economic Dynamics and Control 28 (6), 1079-1113, 2004
2142004
Economic benefit of powerful credit scoring
A Blöchlinger, M Leippold
Journal of Banking & Finance 30 (3), 851-873, 2006
2132006
A simple model of credit contagion
D Egloff, M Leippold, P Vanini
Journal of Banking & Finance 31 (8), 2475-2492, 2007
1462007
Learning and asset prices under ambiguous information
M Leippold, F Trojani, P Vanini
The Review of Financial Studies 21 (6), 2565-2597, 2008
1402008
Design and estimation of quadratic term structure models
M Leippold, L Wu
Review of Finance 7 (1), 47-73, 2003
1172003
The quantification of operational risk
M Leippold, P Vanini
Available at SSRN 481742, 2003
1052003
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
C Bardgett, E Gourier, M Leippold
Journal of Financial Economics 131 (3), 593-618, 2019
1042019
Design and estimation of multi-currency quadratic models
M Leippold, L Wu
Review of Finance 11 (2), 167-207, 2007
682007
Equilibrium impact of value-at-risk regulation
M Leippold, F Trojani, P Vanini
Journal of Economic Dynamics and Control 30 (8), 1277-1313, 2006
672006
Data snooping and the global accrual anomaly
M Leippold, H Lohre
Applied Financial Economics 22 (7), 509-535, 2012
582012
Asset pricing with matrix jump diffusions
M Leippold, F Trojani
Available at SSRN 1274482, 2008
50*2008
International price and earnings momentum
M Leippold, H Lohre
The European Journal of Finance 18 (6), 535-573, 2012
462012
Quantile estimation with adaptive importance sampling
D Egloff, M Leippold
The Annals of Statistics 38 (2), 1244-1278, 2010
422010
Maximum diversification strategies along commodity risk factors
S Bernardi, M Leippold, H Lohre
European Financial Management 24 (1), 53-78, 2018
41*2018
Multiperiod mean-variance efficient portfolios with endogenous liabilities
M Leippold, F Trojani, P Vanini
Quantitative Finance 11 (10), 1535-1546, 2011
322011
Encyclopedia of alternative investments
GN Gregoriou
CRC Press, 2008
322008
Economic policy uncertainty and the yield curve
M Leippold, F Matthys
Available at SSRN 2669500, 2015
262015
Are ratings the worst form of credit assessment apart from all the others?
A Blöchlinger, M Leippold
Swiss Finance Institute Research Paper, 2012
23*2012
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20