Markus Pelger

43 papers and 855 indexed citations i.

Markus Pelger has authored 43 papers that have received a total of 855 indexed citations. This includes 32 papers in Finance, 25 papers in Economics and Econometrics and 9 papers in Management Science and Operations Research. The topics of these papers are Financial Markets and Investment Strategies (23 papers), Complex Systems and Time Series Analysis (10 papers) and Financial Risk and Volatility Modeling (9 papers). Markus Pelger is often cited by papers focused on Financial Markets and Investment Strategies (23 papers), Complex Systems and Time Series Analysis (10 papers) and Financial Risk and Volatility Modeling (9 papers) and collaborates with scholars based in United States, United Kingdom and Germany. Markus Pelger's co-authors include Ruoxuan Xiong, Martin Lettau, Paul Glasserman, Damir Filipović and Klaus Sandmann and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science