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
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    • Portfolio Turbulence and the Predictability of Stock Returns
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    • 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
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    • 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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A Risk Index for Global Private Investors

2013-05-30 · 0 min read
Last updated on 2025-01-14
Sebastian Stöckl
Authors
Sebastian Stöckl
Associate Professor in Financial Economics
← What drives our beer consumption? - In search of nutrition habits and demographic patterns 2013-09-18
Towards a Precise Valuation of Interdependent IT Projects – A Real Option Approach Considering Unhedgeable Risks 2012-10-15 →

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