Sebastian Stöckl
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    • Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns
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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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Financial Turbulence and Aggregate Stock Returns

2016-12-14 · 0 min read
Last updated on 2025-01-14
Sebastian Stöckl
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Sebastian Stöckl
Associate Professor in Financial Economics
← Higher Moments Matter! Cross-Sectional (higher) Moments and the Predictability of Stock Returns 2017-03-31
The Economic Benefit of Forecasting Market Components for Mean-Variance Investors 2016-11-25 →

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