Sebastian Stöckl
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    • **The 2nd [Alpine Finance Summit](https://www.alpinefinancesummit.org/) was a great success**:
  • Publications
    • Lost in Translation? Risk-adjusting RMSE for economic forecast performance
    • Are There Fences in the Global Factor Zoo?
    • Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks
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    • Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns
    • Cryptocurrencies: Herding and the transfer currency
    • Political Event Portfolios
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
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    • Factor Chasing and the Cross-Country Factor Momentum Anomaly
    • Factor Chasing and the Cross-Country Factor Momentum Anomaly
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    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
    • Portfolio Rules and Factor Premia under Ambiguity
    • The Price of Populism: Financial Market Outcomes of Populist Electoral Success
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Political Populism and Financial Markets
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns
    • Higher Moments Matter! Cross-Sectional (higher) Moments and the Predictability of Stock Returns
    • Financial Turbulence and Aggregate Stock Returns
    • The Economic Benefit of Forecasting Market Components for Mean-Variance Investors
    • Financial Turbulence and Aggregate Stock Returns
    • Portfolio Turbulence and the Predictability of Stock Returns
    • Portfolio Turbulence and the Predictability of Stock Returns
    • Comoment Factors and the Predictability of Stock Returns
    • Financial Applications of the Mahalanobis Distance
    • PRIX - A Risk Index for Global Private Investors
    • Financial Applications of the Mahalanobis Distance
    • PRIX - A Risk Index for Global Private Investors
    • What drives our beer consumption? - In search of nutrition habits and demographic patterns
    • A Risk Index for Global Private Investors
    • Towards a Precise Valuation of Interdependent IT Projects – A Real Option Approach Considering Unhedgeable Risks
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Political Event Portfolios

2019-12-12·
Sebastian Stöckl
Sebastian Stöckl
,
Michael Hanke
,
Alex Weissensteiner
· 0 min read
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Photo by Morning Brew on Unsplash
Last updated on 2026-02-23
Uncertainty Political Uncertainty Political Finance Election Portfolios Political Event Portfolios Shiny Research
Sebastian Stöckl
Authors
Sebastian Stöckl
Associate Professor in Financial Economics
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Understanding Saving in Europe 2019-09-01 →

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