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Leippold, Markus


 SSRN Author Rank: 368 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
28,999
Total
Citations
227
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
3,434
(1,328)
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
2,105
(3,200)
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
1,901
(3,803)
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
1,736
(4,469)
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
1,615
(5,059)
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
1,530
(5,593)
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
1,178
(8,656)
 

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
1,065
(10,196)
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
992
(11,384)
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
949
(12,175)
1

11.  
Bloechlinger, Andreas
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
31 Jan 05
922
(12,721)
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
860
(14,147)
38

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
714
(18,635)
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
699
(19,234)
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
693
(19,468)
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
650
(21,355)
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
631
(22,205)
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
587
(24,518)
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
574
(25,326)
 

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
571
(25,515)
 

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
550
(26,859)
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
(29,789)
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
482
(32,011)
1

24.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Syz, Juerg M.
Diener Syz Real Estate
Posted:
18 Aug 05
428
(37,332)
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
418
(38,417)
1

26.  
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
359
(46,152)
1

27.  
Vanini, Paolo
Zurich Cantonal Bank
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
02 Jun 03
355
(46,748)
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
332
(50,713)
 

29.  
The Dispersion Effect in International Stock Returns | Show Abstract | Download |
Journal of Empirical Finance, Forthcoming
Accepted Paper Series
Leippold, Markus
University of Zurich - Department of Banking and Finance
Lohre, Harald
Deka Investment GmbH
Posted:
01 Jun 08
Last Revised:
04 Sep 14
272
(63,937)
2

30.  
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
266
(65,538)
1

31.  
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
259
(67,423)
 

32.  
Leippold, Markus
University of Zurich - Department of Banking and Finance
Syz, Juerg M.
Diener Syz Real Estate
Posted:
09 Sep 05
247
(70,850)
 

33.  
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
242
(72,755)
 

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
221
(79,710)
 

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
211
(83,580)
 

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
196
(89,963)
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
124
(134,640)
 

38.  
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
122
(136,354)
 

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, School of Business,Department of Accountancy and Finance
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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