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Learning and asset prices under ambiguous information
Leippold, Markus; Trojani, Fabio; Vanini, Paolo - In: The review of financial studies 21 (2008) 6, pp. 2565-2597
Persistent link: https://www.econbiz.de/10003805077
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Equilibrium impact of value-at-risk regulation
Leippold, Markus; Trojani, Fabio; Vanini, Paolo - In: Journal of economic dynamics & control 30 (2006) 8, pp. 1277-1313
Persistent link: https://www.econbiz.de/10003349914
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A geometric approach to multiperiod mean variance optimization of assets and liabilities
Leippold, Markus; Trojani, Fabio; Vanini, Paolo - In: Journal of economic dynamics & control 28 (2004) 6, pp. 1079-1113
Persistent link: https://www.econbiz.de/10001856096
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A simple model of credit contagion
Egloff, Daniel; Leippold, Markus; Vanini, Paolo - In: Journal of banking & finance 31 (2007) 8, pp. 2475-2492
Persistent link: https://www.econbiz.de/10003522957
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Optimal credit limit management under different information regimes
Leippold, Markus; Vanini, Paolo; Ebnoether, Silvan - In: Journal of banking & finance 30 (2006) 2, pp. 463-487
Persistent link: https://www.econbiz.de/10003291292
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Robustness and ambiguity aversion in general equilibrium
Trojani, Fabio; Vanini, Paolo - In: Review of finance : journal of the European Finance … 8 (2004) 2, pp. 279-324
Persistent link: https://www.econbiz.de/10002233760
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A note on robustness in Merton's model of intertemporal consumption and portfolio choice
Trojani, Fabio; Vanini, Paolo - In: Journal of economic dynamics & control 26 (2002) 3, pp. 423-435
Persistent link: https://www.econbiz.de/10001636259
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Numerische Methoden in der Optionspreistheorie : Monte-Carlo- und Quasi-Monte-Carlo-Methoden
Leippold, Markus - In: Finanzmarkt und Portfolio-Management 11 (1997) 2, pp. 179-197
Persistent link: https://www.econbiz.de/10001227918
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Thus spoke GPT-3 : interviewing a large-language model on climate finance
Leippold, Markus - In: Finance research letters 53 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014472375
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Sentiment spin : attacking financial sentiment with GPT-3
Leippold, Markus - In: Finance research letters 55 (2023) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10014473447