Sebastian Stöckl
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    • 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
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    • Financial Applications of the Mahalanobis Distance
    • PRIX - A Risk Index for Global Private Investors
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Comoment Factors and the Predictability of Stock Returns

2015-05-21 · 0 min read
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Last updated on 2025-10-26
Sebastian Stöckl
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Sebastian Stöckl
Associate Professor in Financial Economics
← Portfolio Turbulence and the Predictability of Stock Returns 2015-07-24
Financial Applications of the Mahalanobis Distance 2013-12-19 →

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