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All Publications

ZORA Publication List

Publications

Journal Article
- 2006
  - Blöchlinger, Andreas; Leippold, Markus (2006). The economic benefit of powerful credit scoring. Journal of Banking and Finance, 30:851-873.
  - Vanini, Paolo; Trojani, Fabio; Leippold, Markus (2006). Equilibrium impact of value-at-risk regulation. Journal of Economic Dynamics and Control, 30:1277-1313.
- 2005
  - Leippold, Markus; Vanini, Paolo (2005). The Quantification of Operational Risk. Journal of Risk, 8(1):59-85.
- 2004
  - Leippold, Markus; Wiener, Zvi (2004). Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models. Review of Derivatives Research, 7(3):213-239.
  - Trojani, Fabio; Leippold, Markus; Vanini, Paolo (2004). A Geometric Approach to Multiperiod Mean-Variance Optimization of Assets and Liabilities. Journal of Economic Dynamics and Control, 28(6):1079-1113.
  - Leippold, Markus; Wiener, Zvi (2004). Efficient Trinomial Trees for Short Rate Models. Review of Derivatives Research, 7:213-239.
- 2003
  - Leippold, Markus; Wu, Liuren (2003). Design and Estimation of Quadratic Term Structure Models. European Finance Review, 7(1):47-73.
- 2002
  - Leippold, Markus; Vanini, Paolo (2002). Half as many cheers - the multiplier reviewed. Wilmott Magazine, 2:104-107.
  - Leippold, Markus; Wu, L (2002). Asset Pricing under the Quadratic Class. Journal of Financial and Quantitative Analysis, 37(2):271-295.
- 1999
  - Leippold, Markus; Jovic, Dean (1999). Das Standardverfahren zur Eigenmittelunterlegung: Analyse der Wahlmöglichkeiten. Finanzmarkt und Portfolio Management, 13(3):260-290.
- 1997
  - Leippold, Markus (1997). Numerische Methoden in der Optionspreistheorie: Monte Carlo und Quasi-Monte Carlo Methoden. Finanzmarkt und Portfolio Management, 11(2):179-196.
Book Section
- 2011
  - Leippold, Markus (2011). Alpha. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Boca Raton: Chapman & Hall, 13.
- 2008
  - Leippold, Markus (2008). Information Ratio. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Boca Raton: Chapman & Hall, 237.
  - Leippold, Markus (2008). Value at Risk. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Boca Raton: Chapman & Hall, 499-501.
  - Leippold, Markus (2008). Drawdown. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Boca Raton: Chapman & Hall, 153-154.
  - Leippold, Markus (2008). Manager Skills. In: Gregoriou, Greg N. Encylopedia of Alternative Investments. Boca Raton: Chapman & Hall, 284-285.
- 2007
  - Leippold, Markus (2007). Modeling business dependencies for credit portfolios. In: Satchell, Stephen. Quantitative Financial Risk Management : Fundamentals, Models and Techniques. London: [s.n.], online.
- 2006
  - Leippold, Markus (2006). Business Dependencies in Credit Risk Portfolios. In: Stewart, Henri. Risk Management. London.
  - Leippold, Markus; Jöhri, Stephan (2006). Quantitative Hedge Fund Selection for Fund of Funds. In: Gregoriou, Greg N. Fund of Hedge Funds: Performance, Assessment, Diversication and Statistical Properties. London.
  - Leippold, Markus; Morger, Felix (2006). International Stock Portfolios and Optimal Currency Hedging with Regime Switching. In: Gregoriou, Greg N. Asset Allocation and International Investments. London.
- 2003
  - Leippold, Markus; Trojani, Fabio (2003). Market Risk: A Primer. In: Gibson, Rajna. Risk and Risky Management. Zürich: National Centre of Competence in Research, 36-39.
  - Leippold, Markus; Doebeli, Barbara; Vanini, Paolo (2003). From Operational Risk to Operational Excellence. In: Leippold, Markus. Advances in operational risk management : firm-wide issues for financial institutions. London: RISK Publications, 239-252.
- 2002
  - Leippold, Markus; Trojani, Fabio; Vanini, Paolo (2002). Optimization of Assets and Liabilities, Proceeding of International Scientific School. In: Leippold, Markus. Modelling and Analysis of Safety, Risk and Quality in Complex Systems. Saint-Petersburg: Russian Foundation of Fundamental Research, n/a.
- 1997
  - Leippold, Markus; Heinzl, Thomas (1997). Zinsstrukturmodelle. In: Bruderer, Otto; Hummler, Konrad. Value at Risk im Vermögensverwaltungsgeschäft. Bern: Stämpfli Verlag, 137-174.
Conference or Workshop item
- 2024
  - Schimanski, Tobias; Ni, Jingwei; Martín, Roberto Spacey; Ranger, Nicola; Leippold, Markus (2024). ClimRetrieve: A Benchmarking Dataset for Information Retrieval from Corporate Climate Disclosures. In: The 2024 Conference on Empirical Methods in Natural Language Processing, Miami, Florida, USA, 12 November 2024 - 16 November 2024. Association for Computational Linguistics, 17509-17524.
  - Schimanski, Tobias; Ni, Jingwei; Kraus, Mathias; Ash, Elliott; Leippold, Markus (2024). Towards Faithful and Robust LLM Specialists for Evidence-Based Question-Answering. In: The 62nd Annual Meeting of the Association for Computational Linguistics, Bangkok, Thailand, 11 August 2024 - 16 August 2024. Association for Computational Linguistics, 1913-1931.
  - Bulian, Jannis; Schäfer, Mike S; Amini, Afra; Lam, Heidi; Ciaramita, Massimiliano; Gaiarin, Ben; Chen Hübscher, Michelle; Buck, Christian; Mede, Niels G; Leippold, Markus; Strauß, Nadine (2024). Assessing Large Language Models on climate information. In: 41st International Conference on Machine Learning, Vienna, 21 July 2024 - 27 July 2024, ML Research Press.
- 2023
  - Ni, Jingwei; Bingler, Julia; Colesanti Senni, Chiara; Kraus, Mathias; Gostlow, Glen; Schimanski, Tobias; Stammbach, Dominik; Ashraf Vaghefi, Saeid; Wang, Qian; Webersinke, Nicolas; Wekhof, Tobias; Yu, Tingyu; Leippold, Markus (2023). CHATREPORT: Democratizing Sustainability Disclosure Analysis through LLM-based Tools. In: The 2023 Conference on Empirical Methods in Natural Language Processing, Singapore, Singapore, 6 December 2023 - 10 December 2023. Association for Computational Linguistics, 21-51.
  - Schimanski, Tobias; Bingler, Julia; Kraus, Mathias; Hyslop, Camilla; Leippold, Markus (2023). ClimateBERT-NetZero: Detecting and Assessing Net Zero and Reduction Targets. In: The 2023 Conference on Empirical Methods in Natural Language Processing, Singapore, Singapore, 6 December 2023 - 10 December 2023. Association for Computational Linguistics, 15745-15756.
  - Leippold, Markus; Stammbach, Dominik; Webersinke, Nicolas; Bingler, Julia Anna; Kraus, Mathias (2023). Environmental Claim Detection. In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. Association for Computational Linguistics, 1051-1066.
  - Leippold, Markus; Ni, Jingwei; Jin, Zhijing; Wang, Qian; Sachan, Mrinmaya (2023). When does aggregating multiple skills with multi-task learning work? A case study in financial NLP. In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. Association for Computational Linguistics, 7465-7488.
  - Leippold, Markus; Stammbach, Dominik; Webersinke, Nicolas; Bingler, Julia Anna; Kraus, Mathias (2023). A dataset for detecting real-world environmental claims. In: 61st Annual Meeting of the Association for Computational Linguistics (ACL’23), Toronto, Canada, 9 July 2023 - 14 July 2023. arxiv.org, 1-14.
- 2022
  - Leippold, Markus; Hershcovich, Daniel; Bingler, Julia Anna; Kraus, Mathias; Webersinke, Nicolas (2022). Towards Climate Awareness in NLP Research. In: Empirical Methods in Natural Language Processing (EMNLP), Abu Dhabi, 7 December 2022 - 11 December 2022. Association for Computational Linguistics, 2480-2494.
  - Leippold, Markus; Bingler, Julia Anna; Kraus, Mathias; Webersinke, Nicolas (2022). ClimateBert: A pretrained language model for climate-related text. In: AAAI Fall Symposium 2022, Arlington, Virginia, 17 November 2022 - 19 November 2022.
- 2020
  - Mishra, Rahul; Yadav, Piyush; Calizzano, Remi; Leippold, Markus (2020). MuSeM: Detecting Incongruent News Headlines using Mutual Attentive Semantic Matching. In: International Conference on Machine Learning and Applications (ICMLA) 2020, Miami, Florida, 14 December 2020 - 17 December 2020, IEEE ICMLA.
  - Diggelmann, Thomas; Boyd-Graber, Jordan; Bulian, Jannis; Ciaramita, Massimiliano; Leippold, Markus (2020). Climate-fever: A Dataset for Verification of Real-World Climate Claims. In: Tackling Climate Change with Machine Learning workshop at NeurIPS 2020, Online, 11 December 2020, NeurIPS.
  - Varini, Francesco; Boyd-Graber, Jordan; Ciaramita, Massimiliano; Leippold, Markus (2020). ClimaText: A Dataset for Climate Change Topic Detection. In: Tackling Climate Change with Machine Learning workshop at NeurIPS 2020, Online, 11 December 2020, NeurIPS.
  - Mishra, Rahul; Gupta, Dhruv; Leippold, Markus (2020). Generating Fact Checking Summaries for Web Claims. In: The 2020 Conference on Empirical Methods in Natural Language Processing (EMNLP 2020), online, 16 November 2020 - 20 November 2020, arXiv.
Dissertation
- 2024
  - Svaton, Michal. Essays in volatility. 2024, University of Zurich, Wirtschaftswissenschaftliche Fakultät.
  - Rillaerts, Jordy. Three essays in empirical finance. 2024, University of Zurich, Faculty of Economics.
- 2022
  - Ulrych, Urban. Applications of statistical learning in quantitative finance. 2022, University of Zurich, Faculty of Economics.
- 2021
  - Ramelli, Stefano. Finance in the climate crisis: preferences, policies, and prospects. 2021, University of Zurich, Faculty of Economics.
  - Stang, Felix. Essays on arbitrage pricing theory and contagion in a financial network. 2021, University of Zurich, Faculty of Economics.
- 2020
  - Schärer, Steven Patrick. Three Essays on Financial Engineering. 2020, University of Zurich, Faculty of Economics.
- 2018
  - Bernardi, Simone. Three essays on regulatory, market, and estimation risk. 2018, University of Zurich, Faculty of Economics.
- 2014
  - Matthys, Felix. Three essays in quantitative finance. 2014, University of Zurich, Faculty of Economics.
- 2013
  - Putintseva, Maria. Three essays on forecasting and information acquisition in finance. 2013, University of Zurich, Faculty of Arts.
- 2009
  - Rohner, Philippe. Asset pricing implications of delegated portfolio management and benchmarking. 2009, University of Zurich, Faculty of Economics.
- 2006
  - Morger, Felix. International Asset Allocationand Hidden Regime Switching. 2006, University of Zurich, Faculty of Economics.
- 2005
  - Blöchlinger, Andreas. Econometric advancements in market and credit risk modeling. 2005, University of Zurich, Faculty of Economics.

Pagination