Markus Leippold 个人学术档案

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引用	4779	2542
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i10 指数	72	54

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Paolo VaniniUniversity of Basel在 unibas.ch 的电子邮件经过验证
Julia BinglerUniversity of Oxford在 smithschool.ox.ac.uk 的电子邮件经过验证
Mathias KrausProfessor for Explainable AI, University of Regensburg在 informatik.uni-regensburg.de 的电子邮件经过验证
Fabio TrojaniProfessor of Finance (University of Geneva), AXA Chair (University of Turin), Senior Chair (SFI)在 alphacruncher.com 的电子邮件经过验证
Nicolas WebersinkeResearch Associate在 fau.de 的电子邮件经过验证
Liuren WuWollman Distinguished Professor of Finance, Baruch College在 baruch.cuny.edu 的电子邮件经过验证
Qian WangInovest Partners, University of Zurich在 uzh.ch 的电子邮件经过验证
Tobias SchimanskiUniversity of Zurich在 bf.uzh.ch 的电子邮件经过验证
Harald LohreHead of Quant Equity Research, Robeco在 robeco.com 的电子邮件经过验证
Dominik StammbachETH Zurich在 gess.ethz.ch 的电子邮件经过验证
Jingwei NiDoctoral Researcher in NLP, ETH Zurich在 gess.ethz.ch 的电子邮件经过验证
Ming DengUniversity of Zurich, Swiss Finance Institute在 bf.uzh.ch 的电子邮件经过验证
Saeid A. VaghefiUniversity of Zurich, Department of Geography, Switzerland在 geo.uzh.ch 的电子邮件经过验证
Massimiliano CiaramitaGoogle DeepMind在 google.com 的电子邮件经过验证
Roger RüeggHead of Quant Multi-Asset, Swisscanto by Zürcher Kantonalbank在 zkb.ch 的电子邮件经过验证
Chiara Colesanti-SenniUniversity of Zürich在 bf.uzh.ch 的电子邮件经过验证
Alexander F. WagnerUniversity of Zurich and Swiss Finance Institute在 df.uzh.ch 的电子邮件经过验证
Jordy RillaertsPhD student, University of Zurich (UZH), Swiss Finance Institute (SFI)在 bf.uzh.ch 的电子邮件经过验证
Tobias WekhofETH Zürich在 ethz.ch 的电子邮件经过验证
Jannis BulianGoogle DeepMind在 cl.cam.ac.uk 的电子邮件经过验证

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Markus Leippold

University of Zurich, Department of Finance

在 bf.uzh.ch 的电子邮件经过验证 - 首页

Finance Climate Change Natural Language Processing Financial Economics Mathematical Finance


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Asset pricing under the quadratic class M Leippold, L Wu Journal of Financial and Quantitative Analysis 37 (2), 271-295, 2002	332	2002
Machine learning in the Chinese stock market M Leippold, Q Wang, W Zhou Journal of Financial Economics 145 (2), 64-82, 2022	268	2022
Economic benefit of powerful credit scoring A Blöchlinger, M Leippold Journal of Banking & Finance 30 (3), 851-873, 2006	266	2006
The term structure of variance swap rates and optimal variance swap investments D Egloff, M Leippold, L Wu Journal of Financial and Quantitative Analysis 45 (5), 1279-1310, 2010	256	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	238	2004
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	193	2019
Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures JA Bingler, M Kraus, M Leippold, N Webersinke Finance Research Letters 47, 102776, 2022	170	2022
A simple model of credit contagion D Egloff, M Leippold, P Vanini Journal of Banking & Finance 31 (8), 2475-2492, 2007	165	2007
Learning and asset prices under ambiguous information M Leippold, F Trojani, P Vanini The Review of Financial Studies 21 (6), 2565-2597, 2008	157	2008
Ask BERT: How regulatory disclosure of transition and physical climate risks affects the CDS term structure JF Kölbel, M Leippold, J Rillaerts, Q Wang Journal of Financial Econometrics 22 (1), 30-69, 2024	127	2024
Design and estimation of quadratic term structure models M Leippold, L Wu Review of Finance 7 (1), 47-73, 2003	125	2003
Climate-fever: A dataset for verification of real-world climate claims T Diggelmann, J Boyd-Graber, J Bulian, M Ciaramita, M Leippold arXiv preprint arXiv:2012.00614, 2020	120	2020
The quantification of operational risk M Leippold, P Vanini Available at SSRN 481742, 2003	115	2003
Stock prices and the Russia-Ukraine war: sanctions, energy and ESG M Deng, M Leippold, AF Wagner, Q Wang CEPR Discussion Paper No. DP17207, 2022	112	2022
Climatebert: A pretrained language model for climate-related text N Webersinke, M Kraus, JA Bingler, M Leippold arXiv preprint arXiv:2110.12010, 2021	101	2021
Design and estimation of multi-currency quadratic models M Leippold, L Wu Review of Finance 11 (2), 167-207, 2007	84	2007
Data snooping and the global accrual anomaly M Leippold, H Lohre Applied Financial Economics 22 (7), 509-535, 2012	77	2012
Equilibrium impact of value-at-risk regulation M Leippold, F Trojani, P Vanini Journal of Economic Dynamics and Control 30 (8), 1277-1313, 2006	67	2006
International price and earnings momentum M Leippold, H Lohre The European Journal of Finance 18 (6), 535-573, 2012	56	2012
Quantile estimation with adaptive importance sampling D Egloff, M Leippold	54	2010

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