Sebastian Stöckl
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    • **The 2nd [Alpine Finance Summit](https://www.alpinefinancesummit.org/) was a great success**:
  • Publications
    • Lost in Translation? Risk-adjusting RMSE for economic forecast performance
    • Are There Fences in the Global Factor Zoo?
    • Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks
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    • Higher Moments Matter! Cross-Sectional (Higher) Moments and the Predictability of Stock Returns
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    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
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    • PRIX – A risk index for global private investors
    • The Economic Benefit of Forecasting Market Components for Mean-Variance Investors
    • Towards a Well-Founded Valuation of Managerial Flexibilities in IT Investment Projects - A Multidisciplinary Literature Review
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    • Factor Chasing and the Cross-Country Factor Momentum Anomaly
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    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return
    • Portfolio Rules and Factor Premia under Ambiguity
    • The Price of Populism: Financial Market Outcomes of Populist Electoral Success
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Political Populism and Financial Markets
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • 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
    • Financial Applications of the Mahalanobis Distance
    • PRIX - A Risk Index for Global Private Investors
    • Financial Applications of the Mahalanobis Distance
    • PRIX - A Risk Index for Global Private Investors
    • What drives our beer consumption? - In search of nutrition habits and demographic patterns
    • A Risk Index for Global Private Investors
    • Towards a Precise Valuation of Interdependent IT Projects – A Real Option Approach Considering Unhedgeable Risks
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Portfolio Rules and Factor Premia under Ambiguity

2020-09-22 · 1 min read
PDF Code Dataset Slides Source Document Video
Took place online due to Covid-19 restrictions.
Last updated on 2025-10-26
Sebastian Stöckl
Authors
Sebastian Stöckl
Associate Professor in Financial Economics
← Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return 2022-04-12
The Price of Populism: Financial Market Outcomes of Populist Electoral Success 2020-05-28 →

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