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    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Turbulence in the Cross-Section: Predicting Factor Premia
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    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
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    • Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns
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    • Financial Turbulence and Aggregate Stock Returns
    • The Economic Benefit of Forecasting Market Components for Mean-Variance Investors
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    • Financial Applications of the Mahalanobis Distance
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Turbulence in the Cross-Section: Predicting Factor Premia

2018-12-14 · 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
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