Markus Leippold

Best Publications

• Machine learning in the Chinese stock market

  Markus Leippold;Qian Wang;Wenyu Zhou

  465
  Citations

• Asset Pricing Under The Quadratic Class

  Markus Leippold;Liuren Wu

  412
  Citations

• A geometric approach to multiperiod mean variance optimization of assets and liabilities

  Markus Leippold;Fabio Trojani;Paolo Vanini

  258
  Citations

• Economic Benefit of Powerful Credit Scoring

  Andreas Blöchlinger;Markus Leippold

  254
  Citations

• The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments

  Daniel Egloff;Markus Leippold;Liuren Wu

  252
  Citations

• Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures

  Unknown

  227
  Citations

• Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets

  Chris Bardgett;Elise Gourier;Markus Leippold

  216
  Citations

• Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure

  Julian F Kölbel;Markus Leippold;Jordy Rillaerts;Qian Wang

  183
  Citations

• A simple model of credit contagion

  Daniel Egloff;Markus Leippold;Markus Leippold;Paolo Vanini

  167
  Citations

• Learning and Asset Prices Under Ambiguous Information

  Markus Leippold;Fabio Trojani;Paolo Vanini

  161
  Citations

• Design and Estimation of Quadratic Term Structure Models

  Markus Leippold;Liuren Wu

  132
  Citations

• Stock Prices and the Russia-Ukraine War: Sanctions, Energy and ESG

  Unknown

  122
  Citations

• Data snooping and the global accrual anomaly

  Markus Leippold;Harald Lohre

  96
  Citations

• Design and Estimation of Multi-Currency Quadratic Models*

  Markus Leippold;Liuren Wu

  93
  Citations

• Cheap Talk and Cherry-Picking: What ClimateBert has to say on Corporate Climate Risk Disclosures

  Julia Anna Bingler;Mathias Kraus;Markus Leippold

  91
  Citations

• How cheap talk in climate disclosures relates to climate initiatives, corporate emissions, and reputation risk

  Unknown

  85
  Citations

• Let’s Get Physical: Comparing Metrics of Physical Climate Risk

  Linda Isabella Hain;Julian Kölbel;Markus Leippold

  80
  Citations

• Equilibrium Impact of Value-At-Risk Regulation

  Markus Leippold;Fabio Trojani;Paolo Vanini

  72
  Citations

• Quadratic Term Structure Models

  Markus Leippold;Liuren Wu

  71
  Citations

• Sustainable finance literacy and the determinants of sustainable investing

  Unknown

  66
  Citations