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Leippold, Markus


 SSRN Author Rank: 382 by Downloads
 Hans Vontobel Professor in Financial Engineering
 

University of Zurich - Department of Banking and Finance


 Plattenstrasse 14
 Zürich, 8032
 Switzerland
 email address
 

Swiss Finance Institute


 c/o University of Geneve
 40, Bd du Pont-d'Arve
 1211 Geneva, CH-6900
 Switzerland
 email address
 Professor
 

University of Zurich - Faculty of Economics, Business Administration and Information Technology


 Plattenstrasse 14
 Zürich, 8032
 Switzerland
 email address

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. Leippold, Markus's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
30,042
Total
Citations
233
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Posted:
30 Dec 03
Last Revised:
01 Jun 08
3,492
(1,413)
10

2.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Egloff, Daniel
QuantAlea GmbH
Posted:
24 May 06
Last Revised:
19 Nov 07
2,152
(3,350)
14

3.  
A Simple Model of Credit Contagion | Show Abstract | Download This Paper |
EFA 2004 Maastricht Meetings
Number of Pages in PDF File: 55
Leippold, Markus
University of Zurich - Department of Banking and Finance
Egloff, Daniel
QuantAlea GmbH
Vanini, Paolo
Zurich Cantonal Bank
Posted:
05 Jan 04
Last Revised:
18 Dec 08
1,925
(4,049)
14

4.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
08 Nov 01
1,773
(4,671)
13

5.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wiener, Zvi
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
30 Nov 01
1,657
(5,273)
1

6.  
Vanini, Paolo
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Doebeli, Barbara
Swiss National Bank, International Monetary Relations
Posted:
20 Jul 03
1,545
(5,978)
2

7.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wiener, Zvi
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
30 Nov 01
1,197
(9,183)
 

8.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
17 Apr 99
1,070
(10,969)
3

9.  
Equilibrium Impact of Value-at-Risk Regulation | Show Abstract | Download This Paper |
EFA 2002 Berlin Meetings Discussion Paper
Number of Pages in PDF File: 64
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
14 Nov 02
998
(12,253)
16

10.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wiener, Zvi
Hebrew University of Jerusalem - Jerusalem School of Business Administration
Posted:
21 May 03
972
(12,731)
1

11.  
Bloechlinger, Andreas
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
31 Jan 05
936
(13,476)
1

12.  
Quadratic Term Structure Models | Show Abstract | Download This Paper |
LEWU 2000
Number of Pages in PDF File: 54
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
21 Feb 00
871
(15,027)
40

13.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Lohre, Harald
Deka Investment GmbH
Posted:
21 Mar 08
Last Revised:
18 Sep 12
729
(19,551)
10

14.   Incl. Electronic Paper
Vanini, Paolo
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Trojani, Fabio
University of Lugano
Posted:
23 Sep 04
Last Revised:
29 Jul 10
705
(20,557)
21

15.   Incl. Electronic Paper
Lohre, Harald
Deka Investment GmbH
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
17 Mar 08
Last Revised:
18 Sep 12
698
(20,850)
5

16.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Trojani, Fabio
University of Lugano
Posted:
27 Sep 08
Last Revised:
03 Apr 10
683
(21,494)
7

17.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Ebnöther, Silvan
Zurich Cantonal Bank
Posted:
12 Oct 03
642
(23,439)
1

18.  
Egloff, Daniel
QuantAlea GmbH
Leippold, Markus
University of Zurich - Department of Banking and Finance
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
12 Sep 05
603
(25,623)
1

19.  
Egloff, Daniel
QuantAlea GmbH
Leippold, Markus
University of Zurich - Department of Banking and Finance
Joehri, Stephan
University of Zurich - Swiss Banking Institute (ISB)
Dalbert, Curdin
Zurcher Kantonalbank - Corporate Risk Control
Posted:
07 Apr 05
582
(26,932)
 

20.  
Bloechlinger, Andreas
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
20 Feb 07
Last Revised:
25 Oct 10
581
(26,994)
 

21.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
15 Jan 04
555
(28,724)
19

22.  
Design and Estimation of Quadratic Term Structure Models | Show Abstract | Download This Paper |
ISB Working Paper No. 2002-3
Number of Pages in PDF File: 39
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
20 Jul 02
515
(31,725)
42

23.  
Efficient Portfolios with Endogenous Liabilities | Show Abstract | Download This Paper |
Swiss Banking Institute Working Paper No. WP L3
Number of Pages in PDF File: 26
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
23 Apr 03
485
(34,282)
1

24.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Syz, Juerg M.
Diener Syz Real Estate
Posted:
18 Aug 05
436
(39,302)
1

25.  
Don't Rely on VAR | Show Abstract | Download This Paper |
Euromoney, November 2004
Number of Pages in PDF File: 5
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
18 Apr 07
424
(40,758)
1

26.  
Are Ratings the Worst Form of Credit Assessment Apart from All the Others? | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 12-09
Number of Pages in PDF File: 66
Bloechlinger, Andreas
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
28 Feb 12
Last Revised:
17 Oct 14
395
(44,415)
1

27.  
Vanini, Paolo
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
02 Jun 03
365
(48,813)
4

28.  
Egloff, Daniel
QuantAlea GmbH
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
25 Jul 07
Last Revised:
03 Nov 09
340
(53,279)
 

29.  
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 13-40
Number of Pages in PDF File: 58
Bardgett, Chris
University of Zurich - Department of Banking and Finance
Gourier, Elise
Princeton University
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
26 Jul 13
Last Revised:
24 Nov 14
325
(56,162)
 

30.  
Calvet, Laurent E.
HEC Paris - Finance Department
Fearnley, Marcus
HEC Paris - Department of Finance
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
07 Nov 12
Last Revised:
17 Oct 14
321
(57,024)
1

31.  
The Dispersion Effect in International Stock Returns | Show Abstract | Download This Paper |
Journal of Empirical Finance, Forthcoming
Number of Pages in PDF File: 25
Leippold, Markus
University of Zurich - Department of Banking and Finance
Lohre, Harald
Deka Investment GmbH
Posted:
01 Jun 08
Last Revised:
04 Sep 14
293
(63,301)
2

32.  
Collateral Smile | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 11-51
Number of Pages in PDF File: 45
Leippold, Markus
University of Zurich - Department of Banking and Finance
Su, Lujing
University of Zurich - Department of Banking and Finance
Posted:
08 Nov 11
Last Revised:
29 Sep 14
291
(63,794)
 

33.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Syz, Juerg M.
Diener Syz Real Estate
Posted:
09 Sep 05
259
(72,363)
 

34.  
Bernardi, Simone
University of Zurich - Department of Banking and Finance
Leippold, Markus
University of Zurich - Department of Banking and Finance
Lohre, Harald
Deka Investment GmbH
Posted:
08 Jul 13
249
(75,501)
 

35.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Stromberg, Jacob
Swiss Finance Institute
Posted:
24 May 12
Last Revised:
22 May 13
243
(77,526)
 

36.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Rohner, Philippe
University of Zurich - Swiss Banking Institute (ISB)
Posted:
21 Nov 08
Last Revised:
31 Mar 12
205
(92,275)
1

37.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Ibraimi, Meriton
University of Zurich - Swiss Banking Institute (ISB)
Posted:
02 May 13
Last Revised:
12 May 13
155
(119,649)
 

38.  
A Remark on Lin and Chang's Paper 'Consistent Modeling of S&P 500 and VIX Derivatives' | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 11-54
Number of Pages in PDF File: 21
Cheng, Jun
Shanghai Stock Exchange
Ibraimi, Meriton
University of Zurich - Swiss Banking Institute (ISB)
Leippold, Markus
University of Zurich - Department of Banking and Finance
Zhang, Jin E.
University of Otago, School of Business,Department of Accountancy and Finance
Posted:
17 Nov 11
136
(133,681)
 

39.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
17 Mar 15
94
(177,116)
 

40.  
Strategic Technology Adoption and Hedging under Incomplete Markets | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 14-73
Number of Pages in PDF File: 53
Leippold, Markus
University of Zurich - Department of Banking and Finance
Stromberg, Jacob
Swiss Finance Institute
Posted:
18 Oct 14
Last Revised:
06 Jan 15
52
(244,712)
 

41.  
Ibraimi, Meriton
University of Zurich - Swiss Banking Institute (ISB)
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
09 Oct 14
50
(249,033)
 

42.  
Pricing and Disentanglement of American Puts in the Hyper-Exponential Jump-Diffusion Model | Show Abstract | Download This Paper |
Swiss Finance Institute Research Paper No. 15-08
Number of Pages in PDF File: 43
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vasiljevic, Nikola
University of Zurich
Posted:
03 Mar 15
Last Revised:
04 Mar 15
43
(265,303)
 

43.  
Cheng, Jun
Shanghai Stock Exchange
Ibraimi, Meriton
University of Zurich - Swiss Banking Institute (ISB)
Leippold, Markus
University of Zurich - Department of Banking and Finance
Zhang, Jin E.
University of Otago, School of Business,Department of Accountancy and Finance
Posted:
03 Oct 12
 

44.  
Asset Pricing under the Quadratic Class | Show Abstract |
Journal of Financial and Quantitative Analysis, Vol. 37, No. 2, June 2002
Leippold, Markus
University of Zurich - Department of Banking and Finance
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
27 Oct 02
 


Records 1 - 44 of 44 matches
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