Talks | Sebastian Stöckl

Factor Chasing and the Cross-Country Factor Momentum Anomaly

Thu, 15 Sep 2022 09:30:00 +0000

Factor Chasing and the Cross-Country Factor Momentum Anomaly

Thu, 15 Sep 2022 09:30:00 +0000

3rd Frontiers of Factor Investing Conference

Where: Lancaster (UK)
When (Date): 2022-09-15
When (Time): TBD
Link: http://wp.lancs.ac.uk/fofi2022

Too much information: When reducing the informational content of input parameters yields better portfolios

Fri, 13 May 2022 12:15:00 +0000

Research Colloquium, University of Konstanz (invited)

Where: University of Neuchâtel (R. 107)
When (Date): 2022-05-13
When (Time): 12:15-13:15
Link: https://www.unine.ch/iaf/home/seminaires_finance/2021-2022.html

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

Tue, 12 Apr 2022 15:15:00 +0000

Research Colloquium, University of Konstanz (invited)

Where: University of Konstanz (F425)
When (Date): 2022-04-12
When (Time): 15:15-16:45
Link: https://www.wiwi.uni-konstanz.de

Portfolio Rules and Factor Premia under Ambiguity

Tue, 22 Sep 2020 17:20:00 +0000

The Price of Populism: Financial Market Outcomes of Populist Electoral Success

Thu, 28 May 2020 11:00:00 +0000

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

Mon, 30 Mar 2020 09:30:00 +0000

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

Mon, 30 Mar 2020 09:30:00 +0000

Turbulence in the Cross-Section: Predicting Factor Premia

Mon, 10 Jun 2019 09:15:00 +0000

Political Populism and Financial Markets

Thu, 04 Apr 2019 11:00:00 +0000

Turbulence in the Cross-Section: Predicting Factor Premia

Fri, 14 Dec 2018 09:15:00 +0000

Turbulence in the Cross-Section: Predicting Factor Premia

Fri, 14 Dec 2018 09:15:00 +0000

Turbulence in the Cross-Section: Predicting Factor Premia

Tue, 11 Dec 2018 09:15:00 +0000

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

Mon, 18 Dec 2017 09:15:00 +0000

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

Fri, 24 Nov 2017 14:50:00 +0000

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

Tue, 21 Nov 2017 11:15:00 +0000

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

Fri, 06 Oct 2017 13:00:00 +0000

Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns

Thu, 22 Jun 2017 16:00:00 +0000

Higher Moments Matter! Cross-Sectional (higher) Moments and the Predictability of Stock Returns

Fri, 31 Mar 2017 16:00:00 +0000

Financial Turbulence and Aggregate Stock Returns

Wed, 14 Dec 2016 16:30:00 +0000

The Economic Benefit of Forecasting Market Components for Mean-Variance Investors

Fri, 25 Nov 2016 14:40:00 +0000

Financial Turbulence and Aggregate Stock Returns

Fri, 02 Sep 2016 09:15:00 +0000

Portfolio Turbulence and the Predictability of Stock Returns

Thu, 19 Nov 2015 15:15:00 +0000

Portfolio Turbulence and the Predictability of Stock Returns

Fri, 24 Jul 2015 10:00:00 +0000

Comoment Factors and the Predictability of Stock Returns

Thu, 21 May 2015 10:00:00 +0000

Valuation of Real Options on IT Investments - A Simulation Model based on Modified Assumptions

Mon, 09 Jun 2014 10:30:00 +0000

Financial Applications of the Mahalanobis Distance

Thu, 19 Dec 2013 15:45:00 +0000

PRIX - A Risk Index for Global Private Investors

Mon, 16 Dec 2013 11:30:00 +0000

Financial Applications of the Mahalanobis Distance

Fri, 22 Nov 2013 18:45:00 +0000

PRIX - A Risk Index for Global Private Investors

Fri, 11 Oct 2013 12:30:00 +0000

What drives our beer consumption? - In search of nutrition habits and demographic patterns

Wed, 18 Sep 2013 10:30:00 +0000

A Risk Index for Global Private Investors

Thu, 30 May 2013 08:30:00 +0000

Towards a Precise Valuation of Interdependent IT Projects – A Real Option Approach Considering Unhedgeable Risks

Mon, 15 Oct 2012 16:30:00 +0000