Sebastian Stöckl
Sebastian Stöckl
Home
CV
Blog
Research
Selected Publications
Working Papers
Research Projects
All papers
Talks
Teaching
Current teaching
Historic teaching & evluations
Thesis topics
Links to Code & Data
Media Coverage
Contact
Light
Dark
Automatic
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)
Cite
×