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M

Markus Pelger

stanford university

18H指数
94论文数
2.1K被引数
收录论文 12
发表时间
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Shrinking the Term Structure期限结构的收缩
errReview of Finance
IF8.4
err2026-08-21
err0
errOAAI
errDamir Filipović; Markus Pelger; Ye Ye
err分享
err收藏
Deep Learning Statistical Arbitrage深度学习统计套利
errMANAGEMENT SCIENCE
IF4.9
err2025-12-01
err0
PREAI
errGuijarro-Ordonez, Jorge; Pelger, Markus; Zanotti, Greg
err分享
err收藏
Stripping the Discount Curve-A Robust Machine Learning Approach剥离折现曲线：一种稳健的机器学习方法
errManagement Science
IF4.9
err2025-12-01
err0
PREAI
errFilipovic, Damir; Pelger, Markus; Ye, Ye
err分享
err收藏
Forest through the Trees: Building Cross-Sections of Stock Returns森林与树木：构建股票收益的横截面
errfinance
IF0
err2025-09-02
err0
errOAAI
errSVETLANA BRYZGALOVA; MARKUS PELGER; JASON ZHU
err分享
err收藏
Missing Financial Data
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2024-07-02
err3
PREAI
errBryzgalova, Svetlana; Lerner, Sven; Lettau, Martin; Pelger, Markus
err分享
err收藏
Large dimensional latent factor modeling with missing observations and applications to causal inference?具有缺失观察值的大维度潜在因素建模及其在因果推断中的应用？
errJOURNAL OF ECONOMETRICS
IF4
err2023-03-01
err14
errOAAI
errXiong, Ruoxuan; Pelger, Markus
err分享
err收藏
Estimating latent asset-pricing factors
errJOURNAL OF ECONOMETRICS
IF4
err2020-09-01
err71
PREAI
errLettau, Martin; Pelger, Markus
err分享
err收藏
Understanding Systematic Risk: A High-Frequency Approach
errJOURNAL OF FINANCE
IF9.5
err2020-05-08
err38
PREAI
errPelger, Markus
err分享
err收藏
Factors That Fit the Time Series and Cross-Section of Stock Returns
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2020-03-17
err98
errOAAI
errLettau, Martin; Pelger, Markus
err分享
err收藏
Large-dimensional factor modeling based on high-frequency observations
errJOURNAL OF ECONOMETRICS
IF4
err2019-01-01
err58
PREAI
errPelger, Markus
err分享
err收藏
Contingent Capital, Tail Risk, and Debt-Induced Collapse
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2017-07-11
err30
PREAI
errChen, Nan; Glasserman, Paul; Nouri, Behzad; Pelger, Markus
err分享
err收藏
Optimal stock option schemes for managers
errannual review of food science and technology
IF9.6
err2013-09-01
err2
PREAI
errChen, An; Pelger, Markus
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
P
Paul Glasserman
H 指数: 53 · 论文数: 301
M
Martin Lettau
H 指数: 41 · 论文数: 133
D
Damir Filipović
H 指数: 39 · 论文数: 259
Y
Ye Ye
H 指数: 29 · 论文数: 323
A
An Chen
H 指数: 19 · 论文数: 165
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