Talks | Sebastian Stöckl

Future Events

[ 21-11-2026 | 10:30 ] : [ La Quinta Resort & Club, La Quinta (Palm Springs), California, USA ]

Less is More: Ranking Information, Estimation Errors and Optimal Portfolios

SFA 2026 — Session J.2 Investor Beliefs and Asset Prices, 21 Nov 2026, La Quinta (CA)

[ 20-11-2026 | 11:00 ] : [ La Quinta Resort & Club, La Quinta (Palm Springs), California, USA ]

The Theme Structure of Factor Momentum

SFA 2026 — Session F.10 Text and Narratives in Financial Markets, 20 Nov 2026, La Quinta (CA)

Seminar presentations

[ 29-10-2026 | 12:10 ] : [ Universidad de Navarra, Pamplona ]

Industry Positions in Characteristic Factors: Risk Without Return

Research Seminar at the School of Economics and Business, Universidad de Navarra (October 29, 2026, Pamplona), hosted by Martin Rode

invited talk factor investing empirical asset pricing industry

[ 13-11-2025 | 18:00 ] : [ University of Liechtenstein, Vaduz ]

Asset Allocation and AI

CFA Society Liechtenstein — 59th After-Work Lecture (November 13, 2025, Vaduz)

invited talk AI asset management

[ 27-04-2023 | 16:00 ] : [ University of St.Gallen (HSG), Institut für Versicherungswirtschaft (IVW) ]

Less is More: Ranking Information, Estimation Errors and Optimal Portfolios

IVW-HSG Research Seminar, University of St.Gallen, 27 April 2023

[ 13-05-2022 | 12:15 ] : [ University of Neuchâtel, R. 107 ]

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

Finance Seminar, University of Neuchâtel (Switzerland)

invited talk

[ 12-04-2022 | 15:15 ] : [ Konstanz, Germany ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

Research Colloquium, University of Konstanz (Germany)

invited talk

[ 01-05-2019 | 00:00 ] : [ UBC Sauder School of Business, Vancouver, Canada ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

Internal seminar during research visit to UBC Sauder (host: Prof. Lorenzo Garlappi), May 2019

invited talk

[ 18-12-2017 | 09:15 ] : [ Free University of Bozen-Bolzano ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

Workshop on Asset Allocation under Parameter Uncertainty (Bolzano, Italy)

invited talk

[ 21-11-2017 | 11:15 ] : [ University of St. Gallen ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

PiF Seminar, University St. Gallen (Switzerland)

invited talk

[ 02-09-2016 | 09:15 ] : [ Free University of Bozen-Bolzano ]

Financial Turbulence and Aggregate Stock Returns

Workshop on Pension Finance, Asset-liability Management and Asset Allocation under Parameter Uncertainty (Italy)

invited talk

Conference Presentations

[ 30-05-2026 | 16:00 ] : [ University of Crete, Rethymno, Greece ]

Risk-Adjusting Forecasts for Increased Portfolio Performance

ICMAIF 2026 — Session 10C, 30 May 2026, Rethymno

[ 17-12-2025 | 16:30 ] : [ University of Technology Sydney (UTS), Australia ]

Lost in Translation: How Predictability Turns Into Performance

QMF 2025 — FinTech session, 17 Dec 2025, UTS Sydney

[ 16-12-2025 | 16:30 ] : [ Crowne Plaza Queenstown, New Zealand ]

Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks

NZFM 2025 — Asset Pricing session, 16 Dec 2025, Queenstown

[ 11-12-2025 | 09:00 ] : [ UNSW Business School, Sydney, Australia ]

(Un-)Lost in Translation: Risk-adjusting RMSE to improve alignment of forecast accuracy and economic forecast performance

AFBC 2025 — Session 1 Capital Markets I, 11 Dec 2025, UNSW

[ 31-05-2025 | 09:00 ] : [ University of Crete, Rethymno, Greece ]

Factor Chasing and the Cross-Country Factor Momentum Anomaly

ICMAIF 2025 — Session 7C, 31 May 2025, Rethymno

[ 15-09-2022 | 09:30 ] : [ Lancaster, UK ]

Factor Chasing and the Cross-Country Factor Momentum Anomaly

3rd Frontiers of Factor Investing Conference 2022 (Lancaster, UK)

[ 30-06-2022 | 09:00 ] : [ Paris, France ]

Factor Chasing and the Cross-Country Factor Momentum Anomaly

3rd Financial Economics Meeting (FEM-2022), 30 June – 1 July 2022, Paris

[ 22-09-2020 | 17:20 ] : [ Geneva, Switzerland ]

Portfolio Rules and Factor Premia under Ambiguity

9th Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance 2020 (Geneva, Switzerland)

[ 28-05-2020 | 11:00 ] : [ Rethymno, Crete ]

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

24th International Conference on Macroeconomic Analysis & International Finance 2020 (Rethymno, Crete)

[ 10-06-2019 | 09:15 ] : [ Adam Smith Business School, University of Glasgow ]

Turbulence in the Cross-Section: Predicting Factor Premia

INFINITI Conference 2019 (Glasgow, Scotland)

[ 04-04-2019 | 11:00 ] : [ Jerusalem, Israel ]

Political Populism and Financial Markets

Annual Meeting of the European Public Choice Society 2019 (Jerusalem, Israel)

Slides

[ 14-12-2018 | 09:15 ] : [ Salzburg, Austria ]

Poster Session

[ 16-04-2026 | 12:00 ] : [ Lancaster University Management School ]

Are There Fences in the Global Factor Zoo?

Poster Session II — 5th Frontiers of Factor Investing Conference (Lancaster, 16 April 2026)

Poster (PDF)

[ 15-04-2026 | 13:00 ] : [ Lancaster University Management School ]

Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks

Poster Session I — 5th Frontiers of Factor Investing Conference (Lancaster, 15 April 2026)

Poster (PDF)

[ 03-04-2020 | 09:30 ] : [ Lancaster, UK ]

Discussions