Markus Leippold

Markus Leippold

Universität Zürich - Zurich / Switzerland
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 1088223
University of Zurich
person_outline Markus Leippold's MOST POPULAR ARTICLES
1-) Machine learning in the Chinese stock marketM Leippold, Q Wang, W ZhouJournal of Financial Economics 145 (2), 64-82, 20223442022
2-) Asset pricing under the quadratic classM Leippold, L WuJournal of Financial and Quantitative Analysis 37 (2), 271-295, 20023422002
3-) Economic benefit of powerful credit scoringA Blöchlinger, M LeippoldJournal of Banking & Finance 30 (3), 851-873, 20062652006
4-) The term structure of variance swap rates and optimal variance swap investmentsD Egloff, M Leippold, L WuJournal of Financial and Quantitative Analysis 45 (5), 1279-1310, 20102582010
5-) A geometric approach to multiperiod mean variance optimization of assets and liabilitiesM Leippold, F Trojani, P VaniniJournal of Economic Dynamics and Control 28 (6), 1079-1113, 20042432004