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Markus Leippold

SSRN Author Rank: 406 by Downloads and 2,431 by Citations

 Hans Vontobel Professor in Financial Engineering
 

University of Zurich - Department of Banking and Finance


 Schönberggasse 1
 Zürich, 8001
 Switzerland
 email address
 

Ecole Polytechnique Fédérale de Lausanne - 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

  SSRN's personal information usage policy
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. Markus Leippold's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
33,105
Total
Citations
226
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
University of Basel
Posted:
30 Dec 03
Last Revised:
01 Jun 08
3,633
(1,670)
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
2,180
(3,925)
14

3.  
A Simple Model of Credit Contagion | Show Abstract | Download This Paper | Open PDF in Browser |
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
University of Basel
Posted:
05 Jan 04
Last Revised:
18 Dec 08
1,944
(4,783)
15

4.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
University of Basel
Trojani, Fabio
University of Geneva
Posted:
08 Nov 01
1,803
(5,399)
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
1,693
(5,948)
1

6.  
Vanini, Paolo
University of Basel
Leippold, Markus
University of Zurich - Department of Banking and Finance
Doebeli, Barbara
Swiss National Bank, International Monetary Relations
Posted:
20 Jul 03
1,570
(6,976)
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
1,220
(10,322)
 

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
1,079
(13,068)
3

9.  
Equilibrium Impact of Value-at-Risk Regulation | Show Abstract | Download This Paper | Open PDF in Browser |
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
University of Basel
Trojani, Fabio
University of Geneva
Posted:
14 Nov 02
1,012
(14,265)
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
993
(14,555)
1

11.  
Bloechlinger, Andreas
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
31 Jan 05
957
(15,383)
 

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
885
(17,563)
40

13.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Lohre, Harald
Invesco
Posted:
21 Mar 08
Last Revised:
18 Sep 12
766
(22,223)
9

14.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Trojani, Fabio
University of Geneva
Posted:
27 Sep 08
Last Revised:
03 Apr 10
741
(23,352)
6

15.   Incl. Electronic Paper
Vanini, Paolo
University of Basel
Leippold, Markus
University of Zurich - Department of Banking and Finance
Trojani, Fabio
University of Geneva
Posted:
23 Sep 04
Last Revised:
29 Jul 10
735
(23,620)
18

16.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Lohre, Harald
Invesco
Posted:
17 Mar 08
Last Revised:
18 Sep 12
734
(23,663)
4

17.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vanini, Paolo
University of Basel
Ebnöther, Silvan
Zurich Cantonal Bank
Posted:
12 Oct 03
660
(26,305)
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
620
(28,493)
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
597
(30,058)
 

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
595
(29,545)
 

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
562
(32,908)
19

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
523
(36,482)
42

23.  
Efficient Portfolios with Endogenous Liabilities | Show Abstract | Download This Paper | Open PDF in Browser |
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
University of Basel
Trojani, Fabio
University of Geneva
Posted:
23 Apr 03
500
(38,123)
1

24.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Syz, Juerg M.
Diener Syz Real Estate
Posted:
18 Aug 05
443
(44,436)
1

25.  
Don't Rely on VAR | Show Abstract | Download This Paper | Open PDF in Browser |
Euromoney, November 2004
Number of Pages in PDF File: 5
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
18 Apr 07
430
(46,143)
1

26.  
Are Ratings the Worst Form of Credit Assessment Apart from All the Others? | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 12-09
Number of Pages in PDF File: 62
Bloechlinger, Andreas
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
28 Feb 12
Last Revised:
27 Jun 16
415
(43,487)
1

27.  
Bardgett, Chris
University of Zurich - Department of Banking and Finance
Gourier, Elise
Queen Mary, University of London
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
26 Jul 13
Last Revised:
24 Nov 14
382
(42,540)
 

28.  
Vanini, Paolo
University of Basel
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
02 Jun 03
376
(54,510)
4

29.  
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
369
(50,225)
 

30.  
Egloff, Daniel
QuantAlea GmbH
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
25 Jul 07
Last Revised:
03 Nov 09
348
(57,882)
 

31.  
Collateral Smile | Show Abstract | Download This Paper | Open PDF in Browser |
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
322
(59,741)
 

32.  
The Dispersion Effect in International Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, Vol. 29, December 2014, pp. 331–342,
Number of Pages in PDF File: 25
Leippold, Markus
University of Zurich - Department of Banking and Finance
Lohre, Harald
Invesco
Posted:
01 Jun 08
Last Revised:
28 Aug 15
306
(67,832)
1

33.  
Bernardi, Simone
University of Zurich - Department of Banking and Finance
Leippold, Markus
University of Zurich - Department of Banking and Finance
Lohre, Harald
Invesco
Posted:
08 Jul 13
Last Revised:
22 Jun 15
297
(58,437)
 

34.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Syz, Juerg M.
Diener Syz Real Estate
Posted:
09 Sep 05
269
(75,496)
 

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
256
(77,597)
 

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
213
(94,884)
2

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
184
(105,662)
 

38.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
17 Mar 15
Last Revised:
23 May 16
177
(71,274)
 

39.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Su, Lujing
University of Zurich - Department of Banking and Finance
Ziegler, Alexandre
University of Zurich - Department of Banking and Finance
Posted:
21 Jun 15
Last Revised:
13 Jul 15
166
(97,481)
 

40.  
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, Otago Business School, Department of Accountancy and Finance
Posted:
17 Nov 11
148
(132,689)
 

41.   Incl. Electronic Paper
Leippold, Markus
University of Zurich - Department of Banking and Finance
Matthys, Felix
ITAM
Posted:
24 Sep 15
Last Revised:
07 Oct 15
142
(151,695)
 

42.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vasiljevic, Nikola
University of Zurich
Posted:
03 Mar 15
Last Revised:
04 Mar 15
102
(132,000)
 

43.  
Ibraimi, Meriton
University of Zurich - Swiss Banking Institute (ISB)
Leippold, Markus
University of Zurich - Department of Banking and Finance
Stang, Felix
University of Zurich - Department of Banking and Finance
Posted:
09 Oct 14
Last Revised:
19 May 15
93
(163,706)
 

44.  
Strategic Technology Adoption and Hedging under Incomplete Markets | Show Abstract | Download This Paper | Open PDF in Browser |
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
73
(192,012)
 

45.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Matthys, Felix
ITAM
Posted:
29 May 15
Last Revised:
31 May 15
62
(213,133)
 

46.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Vasiljevic, Nikola
University of Zurich
Posted:
06 Jul 16
0
(306,388)
 

47.  
Discrete-Time Option Pricing with Stochastic Liquidity | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 16-15
Number of Pages in PDF File: 43
Leippold, Markus
University of Zurich - Department of Banking and Finance
Schaerer, Steven
University of Zurich, Students
Posted:
08 Mar 16
0
(249,572)
 

48.  
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, Otago Business School, Department of Accountancy and Finance
Posted:
03 Oct 12
 

49.  
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 - 49 of 49 matches
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