Presentations

2018

Turbulence in the Cross-Section: Predicting Factor Premia
2018-12-14

2017

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
2017-12-18
Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
2017-11-24
Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
2017-11-21
Higher Moments Matter! Cross-Sectional (higher) Moments and the Predictability of Stock Returns
2017-03-31

2016

Financial Turbulence and Aggregate Stock Returns
2016-12-14
The Economic Benefit of Forecasting Market Components for Mean-Variance Investors
2016-11-25
Financial Turbulence and Aggregate Stock Returns
2016-09-02

2015

Portfolio Turbulence and the Predictability of Stock Returns
2015-11-19
Comoment Factors and the Predictability of Stock Returns
2015-05-21

2014

2013

Financial Applications of the Mahalanobis Distance
2013-12-19
PRIX - A Risk Index for Global Private Investors
2013-12-16
Financial Applications of the Mahalanobis Distance
2013-11-22
PRIX - A Risk Index for Global Private Investors
2013-10-11
A Risk Index for Global Private Investors
2013-05-30