Equity Risk Premium
In this paper, we develop a novel, intuitive and objective measure of time-varying parameter uncertainty (PU) based on a simple statistical test.
PDF
Cite
Poster
DOI
University of Konstanz (Germany)
Frontiers of Factor Investing 2020
Cologne Colloquium on Financial Markets 2020
Asset Allocation under Parameter Uncertainty 2017
Workshop of the AWG 2017
DGF 2017
FMA Europe 2017
Australasian Finance & Banking 2016
SFA 2015
World Finance 2015
UBC Sauder (Vancouver)
HSG (St. Gallen)
