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Markus Leippold
Markus Leippold
University of Zurich, Department of Finance
Подтвержден адрес электронной почты в домене bf.uzh.ch - Главная страница
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Процитировано
Процитировано
Год
Machine learning in the Chinese stock market
M Leippold, Q Wang, W Zhou
Journal of Financial Economics 145 (2), 64-82, 2022
3722022
Asset pricing under the quadratic class
M Leippold, L Wu
Journal of Financial and Quantitative Analysis 37 (2), 271-295, 2002
3422002
Economic benefit of powerful credit scoring
A Blöchlinger, M Leippold
Journal of Banking & Finance 30 (3), 851-873, 2006
2692006
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
2602010
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
2462022
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
2432004
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
2022019
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
1792020
A simple model of credit contagion
D Egloff, M Leippold, P Vanini
Journal of Banking & Finance 31 (8), 2475-2492, 2007
1742007
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
1732024
Climatebert: A pretrained language model for climate-related text
N Webersinke, M Kraus, JA Bingler, M Leippold
arXiv preprint arXiv:2110.12010, 2021
1672021
Learning and asset prices under ambiguous information
M Leippold, F Trojani, P Vanini
The Review of Financial Studies 21 (6), 2565-2597, 2008
1582008
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
1372022
Design and estimation of quadratic term structure models
M Leippold, L Wu
Review of Finance 7 (1), 47-73, 2003
1272003
The quantification of operational risk
M Leippold, P Vanini
Available at SSRN 481742, 2003
1162003
Design and estimation of multi-currency quadratic models
M Leippold, L Wu
Review of Finance 11 (2), 167-207, 2007
882007
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance 79 (3), 2339-2390, 2024
862024
Data snooping and the global accrual anomaly
M Leippold, H Lohre
Applied Financial Economics 22 (7), 509-535, 2012
762012
ChatClimate: Grounding conversational AI in climate science
SA Vaghefi, D Stammbach, V Muccione, J Bingler, J Ni, M Kraus, S Allen, ...
Communications Earth & Environment 4 (1), 480, 2023
732023
Sentiment spin: Attacking financial sentiment with GPT-3
M Leippold
Finance Research Letters 55, 103957, 2023
732023
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