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Bio/Research
Markus Pelger's research focuses on asset pricing, financial econometrics, corporate finance and risk management. He is particularly interested in how tail risk in the form of jumps and systematic risk influence the price of assets and the incentives of agents. His research is divided into three ...
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Bio/Research
Markus Pelger's research focuses on asset pricing, financial econometrics, corporate finance and risk management. He is particularly interested in how tail risk in the form of jumps and systematic risk influence the price of assets and the incentives of agents. His research is divided into three streams: (1) Statistical factor analysis and asset pricing (2) Credit risk modeling and (3) Management Compensation.
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