Markus Leippold

Machine learning in the Chinese stock market

Markus Leippold, Qian Wang, Wenyu Zhou · Journal of Financial Economics · 2021 · 497 citations · Full text

Asset Pricing under the Quadratic Class

Markus Leippold, Liuren Wu · Journal of Financial and Quantitative Analysis · 2002 · 275 citations

Economics, Computational Finance, Financial Economics +13

The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments

Daniel Egloff, Markus Leippold, Liuren Wu · Journal of Financial and Quantitative Analysis · 2010 · 262 citations · Full text

Empirical Finance, Economics, Portfolio Optimization +13

Cheap talk and cherry-picking: What ClimateBert has to say on corporate climate risk disclosures

Julia Bingler, Mathias Kraus, Markus Leippold et al. · Finance research letters · 2022 · 239 citations · Full text

Cheap Talk, Language Model Bert, Integrated Reporting +22

A geometric approach to multiperiod mean variance optimization of assets and liabilities

Markus Leippold, Fabio Trojani, Paolo Vanini · Journal of Economic Dynamics and Control · 2003 · 187 citations · Full text

Mathematical Programming, Portfolio Optimization, Computational Finance +8