Talks

2020

Portfolio Rules and Factor Premia under Ambiguity

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

2020-09-22 17:20 — 19:00 Geneva, Switzerland

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

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

2020-05-28 11:00 — 2020-05-30 19:00 Rethymno, Crete

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

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

2020-05-28 11:00 — 2020-05-30 19:00 Rethymno, Crete

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

2nd Frontiers of Factor Investing Conference 2020 (Lancaster, UK)

2020-03-30 09:30 — 17:30 Lancaster, UK

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

19th Cologne Colloquium on Financial Markets 2020 (Cologne, Germany)

2020-03-30 09:30 — 17:30 Cologne, Germany

2019

Turbulence in the Cross-Section: Predicting Factor Premia

INFINITI Conference 2019 (Glasgow, Scotland)

2019-06-10 09:15 — 2019-06-12 10:00 Glasgow, Scotland

Political Populism and Financial Markets

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

2019-04-04 11:00 — 11:30 Jerusalem, Israel

Slides

2018

Turbulence in the Cross-Section: Predicting Factor Premia

31st Australasian Finance & Banking Conference (Sydney, Australia)

2018-12-14 09:15 — 10:00 Sydney, Australia

Turbulence in the Cross-Section: Predicting Factor Premia

33rd Workshop of the Austrian Working Group on Banking and Finance (Salzburg, Austria)

2018-12-14 09:15 — 10:00 Salzburg, Austria

Turbulence in the Cross-Section: Predicting Factor Premia

2nd INFINITI Conference on International Finance ASIA-PACIFIC (Sydney, Australia)

2018-12-11 09:15 — 10:00 Sydney, Australia

2017

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

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

2017-12-18 09:15 — 10:00 Bolzano, Italy

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

32nd Workshop of the Austrian Working Group on Banking and Finance (Obergurgl, Austria)

2017-11-24 14:50 — 15:25 Obergurgl, Austria

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

PiF Seminar, University St. Gallen (invited, Switzerland)

2017-11-21 11:15 — 12:00 St. Gallen, Switzerland

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

DGF, 24th Annual Meeting (Ulm, Germany)

2017-10-06 13:00 — 14:00 Ulm, Germany

PDF Poster

Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns

FMA European Conference (Lisbon, Portugal)

2017-06-22 16:00 — 16:30 Lisbon, Portugal

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

20th Annual Conference of the Swiss Society for Financial Market Research (Zurich, Switzerland)

2017-03-31 16:00 — 16:30 Zurich, Switzerland

2016

Financial Turbulence and Aggregate Stock Returns

29th Australasian Finance & Banking Conference (Sydney, Australia)

2016-12-14 16:30 — 17:00 Sydney, Australia

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

31st Workshop of the Austrian Working Group on Banking and Finance (Klagenfurt, Austria)

2016-11-25 14:40 — 15:10 Klagenfurt, Austria

Financial Turbulence and Aggregate Stock Returns

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

2016-09-02 09:15 — 10:00 Bolzano, Italy

2015

Portfolio Turbulence and the Predictability of Stock Returns

Southern Finance Association Annual Meeting 2015 (Captiva Island, USA)

2015-11-19 15:15 — 15:45 Captiva Island, USA (Florida)

Portfolio Turbulence and the Predictability of Stock Returns

World Finance Conference (Buenos Aires, Argentina)

2015-07-24 10:00 — 10:30 Buenos Aires, Argentina

Comoment Factors and the Predictability of Stock Returns

22nd Forecasting Financial Markets Conference (Rennes, france)

2015-05-21 10:00 — 10:30 Rennes, France

2014

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

22nd European Conference on Information System (Tel Aviv, Israel)

2014-06-09 10:30 — 11:00 Tel Aviv, Israel

2013

Financial Applications of the Mahalanobis Distance

29th Australasian Finance & Banking Conference (Sydney, Australia)

2013-12-19 15:45 — 16:15 Sydney, Australia

PRIX - A Risk Index for Global Private Investors

World Finance & Banking Symposium (Bejing, China)

2013-12-16 11:30 — 12:00 Bejing, China

Financial Applications of the Mahalanobis Distance

28th Workshop of the Austrian Working Group on Banking and Finance (Vienna, Austria)

2013-11-22 18:45 — 19:15 Vienna, Austria

PRIX - A Risk Index for Global Private Investors

8th eeecon Workshop (Innsbruck, Austria)

2013-10-11 12:30 — 13:00 Innsbruck, Austria

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

3rd Beeronomics Conference (York, UK)

2013-09-18 10:30 — 11:00 York, UK

A Risk Index for Global Private Investors

20th Forecasting Financial Markets Conference (Hannover, Germany)

2013-05-30 08:30 — 09:00 Hannover, Germany

2012

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

INFORMS Annual Meeting 2012 (Phoenix, USA)

2012-10-15 16:30 — 17:00 Phoenix, USA (Arizona)