Talks

Recent and upcoming

Too much information: When reducing the informational content of input parameters yields better portfolios

Finance Seminar, University of Neuchâtel (invited, Switzerland)

Last updated on 2022-08-03

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

Research Colloquium, University of Konstanz (invited, Germany)

Last updated on 2022-08-03

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

Workshop on Asset Allocation under Parameter Uncertainty (invited, Bolzano, Italy)

Last updated on 2020-12-09

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

PiF Seminar, University St. Gallen (invited, Switzerland)

Last updated on 2020-12-09

Financial Turbulence and Aggregate Stock Returns

Workshop on Pension Finance, Asset-liability Management and Asset Allocation under Parameter Uncertainty (invited, Bolzano, Italy)

Last updated on 2020-12-09

Factor Chasing and the Cross-Country Factor Momentum Anomaly

Factor Chasing and the Cross-Country Factor Momentum Anomaly

Too much information: When reducing the informational content of input parameters yields better portfolios

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

Portfolio Rules and Factor Premia under Ambiguity