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Leippold, Markus


 SSRN Author Rank: 357 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
28,521
Total
Citations
224
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
Vanini, Paolo
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
30 Dec 03
Last Revised:
01 Jun 08
3,388
(1,283)
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
2,074
(3,097)
14

3.  
A Simple Model of Credit Contagion | Show Abstract | Download |
EFA 2004 Maastricht Meetings
Working Paper Series
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
1,887
(3,629)
13

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
1,710
(4,333)
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
1,588
(4,939)
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
1,519
(5,350)
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
1,168
(8,318)
 

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
1,063
(9,687)
3

9.  
Equilibrium Impact of Value-at-Risk Regulation | Show Abstract | Download |
EFA 2002 Berlin Meetings Discussion Paper
Working Paper Series
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
14 Nov 02
989
(10,850)
14

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
943
(11,669)
1

11.  
Bloechlinger, Andreas
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
31 Jan 05
906
(12,411)
1

12.  
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
857
(13,511)
39

13.   Incl. Electronic Paper
Lohre, Harald
Deka Investment GmbH
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
21 Mar 08
Last Revised:
18 Sep 12
705
(18,056)
10

14.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Trojani, Fabio
University of Lugano
Vanini, Paolo
Zurich Cantonal Bank
Posted:
23 Sep 04
Last Revised:
29 Jul 10
694
(18,465)
21

15.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Lohre, Harald
Deka Investment GmbH
Posted:
17 Mar 08
Last Revised:
18 Sep 12
686
(18,785)
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
634
(21,038)
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
627
(21,380)
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
581
(23,659)
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
569
(24,388)
 

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
564
(24,692)
 

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
549
(25,587)
18

22.  
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
509
(28,349)
39

23.  
Efficient Portfolios with Endogenous Liabilities | Show Abstract | Download |
Swiss Banking Institute Working Paper No. WP L3
Working Paper Series
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
Zurich Cantonal Bank
Trojani, Fabio
University of Lugano
Posted:
23 Apr 03
475
(31,057)
1

24.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Syz, Juerg M.
Diener Syz Real Estate
Posted:
18 Aug 05
420
(36,415)
1

25.  
Don't Rely on VAR | Show Abstract | Download |
Euromoney, November 2004
Accepted Paper Series
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
18 Apr 07
416
(36,848)
1

26.  
Vanini, Paolo
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
02 Jun 03
354
(44,864)
3

27.  
Are Ratings the Worst Form of Credit Assessment Apart from All the Others? | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 12-09
Working Paper Series
Bloechlinger, Andreas
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Maire, Basile
Cantonal Bank of Zurich
Posted:
28 Feb 12
Last Revised:
27 Nov 12
347
(45,953)
1

28.  
Egloff, Daniel
QuantAlea GmbH
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
25 Jul 07
Last Revised:
03 Nov 09
329
(48,918)
 

29.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Lohre, Harald
Deka Investment GmbH
Posted:
01 Jun 08
Last Revised:
17 Nov 12
266
(62,604)
2

30.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Syz, Juerg M.
Diener Syz Real Estate
Posted:
09 Sep 05
244
(68,664)
 

31.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - 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:
04 Apr 13
243
(68,982)
1

32.  
Collateral Smile | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 11-51
Working Paper Series
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:
24 Nov 11
242
(69,267)
 

33.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Stromberg, Jacob
Swiss Finance Institute
Posted:
24 May 12
Last Revised:
22 May 13
195
(86,430)
 

34.  
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
194
(86,866)
1

35.  
Inferring Volatility Dynamics and Risk Premia from the S&P 500 and VIX Markets | Show Abstract | Download |
Swiss Finance Institute Research Paper No. 13-40
Working Paper Series
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:
09 Aug 13
184
(91,463)
 

36.  
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
182
(92,404)
 

37.  
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
Posted:
17 Nov 11
113
(138,525)
 

38.  
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
107
(144,153)
 

39.  
A Remark on Lin and Chang's Paper ‘Consistent Modeling of S&P 500 and Vix Derivatives’ | Show Abstract |
Journal of Economic Dynamics and Control, Vol. 36, No. 5, 2012
Accepted Paper Series
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
Posted:
03 Oct 12
 

40.  
Asset Pricing under the Quadratic Class | Show Abstract |
Journal of Financial and Quantitative Analysis, Vol. 37, No. 2, June 2002
Accepted Paper Series
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
 


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