Sebastian Stöckl
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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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Comoment Factors and the Predictability of Stock Returns

2015-05-21 · 0 min read
Last updated on 2025-01-14
Sebastian Stöckl
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Sebastian Stöckl
Associate Professor in Financial Economics
← Portfolio Turbulence and the Predictability of Stock Returns 2015-07-24
Financial Applications of the Mahalanobis Distance 2013-12-19 →

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