Sebastian Stöckl
Sebastian Stöckl
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ranking information
Less Is More: Granularity of Information, Estimation Errors and Optimal Portfolios
Ranking assets based on their expected returns and subsequently optimizing portfolios on the reduced amount of information produces pobetter forecasts and significantly improved out-of-sample performance related to the plug-in portfolio.
Lukas Salcher
,
Sebastian Stöckl
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Finance Seminar Neuchâtel 2022
ECSO-CMS 2022
ICMAIF 2022
World Finance Conference 2021
Austrian Workshop on Banking and Finance 2020
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