Future Events
[ 30-05-2026 | 16:00 ] : [ University of Crete, Rethymno, Greece ]

Risk-Adjusting Forecasts for Increased Portfolio Performance

ICMAIF 2026 — Session 10C, 30 May 2026, Rethymno
Seminar presentations
[ 13-11-2025 | 18:00 ] : [ University of Liechtenstein, Vaduz ]

Asset Allocation and AI

CFA Society Liechtenstein — 59th After-Work Lecture (November 13, 2025, Vaduz)
invited talk AI asset management
[ 27-04-2023 | 16:00 ] : [ University of St.Gallen (HSG), Institut für Versicherungswirtschaft (IVW) ]

Less is More: Ranking Information, Estimation Errors and Optimal Portfolios

IVW-HSG Research Seminar, University of St.Gallen, 27 April 2023
[ 13-05-2022 | 12:15 ] : [ University of Neuchâtel, R. 107 ]

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

Finance Seminar, University of Neuchâtel (Switzerland)
invited talk
[ 12-04-2022 | 15:15 ] : [ Konstanz, Germany ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

Research Colloquium, University of Konstanz (Germany)
invited talk
[ 01-05-2019 | 00:00 ] : [ UBC Sauder School of Business, Vancouver, Canada ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

Internal seminar during research visit to UBC Sauder (host: Prof. Lorenzo Garlappi), May 2019
invited talk
[ 18-12-2017 | 09:15 ] : [ Free University of Bozen-Bolzano ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

Workshop on Asset Allocation under Parameter Uncertainty (Bolzano, Italy)
invited talk
[ 21-11-2017 | 11:15 ] : [ University of St. Gallen ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Return

PiF Seminar, University St. Gallen (Switzerland)
invited talk
[ 02-09-2016 | 09:15 ] : [ Free University of Bozen-Bolzano ]

Financial Turbulence and Aggregate Stock Returns

Workshop on Pension Finance, Asset-liability Management and Asset Allocation under Parameter Uncertainty (Italy)
invited talk
Conference Presentations
[ 17-12-2025 | 16:30 ] : [ University of Technology Sydney (UTS), Australia ]

Lost in Translation: How Predictability Turns Into Performance

QMF 2025 — FinTech session, 17 Dec 2025, UTS Sydney
[ 16-12-2025 | 16:30 ] : [ Crowne Plaza Queenstown, New Zealand ]

Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks

NZFM 2025 — Asset Pricing session, 16 Dec 2025, Queenstown
[ 11-12-2025 | 09:00 ] : [ UNSW Business School, Sydney, Australia ]

(Un-)Lost in Translation: Risk-adjusting RMSE to improve alignment of forecast accuracy and economic forecast performance

AFBC 2025 — Session 1 Capital Markets I, 11 Dec 2025, UNSW
[ 31-05-2025 | 09:00 ] : [ University of Crete, Rethymno, Greece ]

Factor Chasing and the Cross-Country Factor Momentum Anomaly

ICMAIF 2025 — Session 7C, 31 May 2025, Rethymno
[ 15-09-2022 | 09:30 ] : [ Lancaster, UK ]

Factor Chasing and the Cross-Country Factor Momentum Anomaly

3rd Frontiers of Factor Investing Conference 2022 (Lancaster, UK)
[ 30-06-2022 | 09:00 ] : [ Paris, France ]

Factor Chasing and the Cross-Country Factor Momentum Anomaly

3rd Financial Economics Meeting (FEM-2022), 30 June – 1 July 2022, Paris
[ 22-09-2020 | 17:20 ] : [ Geneva, Switzerland ]

Portfolio Rules and Factor Premia under Ambiguity

9th Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance 2020 (Geneva, Switzerland)
[ 28-05-2020 | 11:00 ] : [ Rethymno, Crete ]

The Price of Populism: Financial Market Outcomes of Populist Electoral Success

24th International Conference on Macroeconomic Analysis & International Finance 2020 (Rethymno, Crete)
[ 10-06-2019 | 09:15 ] : [ Adam Smith Business School, University of Glasgow ]

Turbulence in the Cross-Section: Predicting Factor Premia

INFINITI Conference 2019 (Glasgow, Scotland)
[ 04-04-2019 | 11:00 ] : [ Jerusalem, Israel ]

Political Populism and Financial Markets

Annual Meeting of the European Public Choice Society 2019 (Jerusalem, Israel)
Slides
[ 14-12-2018 | 09:15 ] : [ Salzburg, Austria ]

Turbulence in the Cross-Section: Predicting Factor Premia

33rd Workshop of the Austrian Working Group on Banking and Finance (Salzburg, Austria)
[ 14-12-2018 | 09:15 ] : [ Sydney, Australia ]

Turbulence in the Cross-Section: Predicting Factor Premia

31st Australasian Finance & Banking Conference (Sydney, Australia)
[ 11-12-2018 | 09:15 ] : [ Sydney, Australia ]

Turbulence in the Cross-Section: Predicting Factor Premia

2nd INFINITI Conference on International Finance ASIA-PACIFIC (Sydney, Australia)
[ 24-11-2017 | 14:50 ] : [ Obergurgl, Austria ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

32nd Workshop of the Austrian Working Group on Banking and Finance (Obergurgl, Austria)
[ 22-06-2017 | 16:00 ] : [ Lisbon, Portugal ]

Financial Turbulence, Parameter Uncertainty and Aggregate Stock Returns

FMA European Conference (Lisbon, Portugal)
See all
Poster Session
[ 16-04-2026 | 12:00 ] : [ Lancaster University Management School ]

Are There Fences in the Global Factor Zoo?

Poster Session II — 5th Frontiers of Factor Investing Conference (Lancaster, 16 April 2026)
Poster (PDF)
[ 15-04-2026 | 13:00 ] : [ Lancaster University Management School ]

Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks

Poster Session I — 5th Frontiers of Factor Investing Conference (Lancaster, 15 April 2026)
Poster (PDF)
[ 03-04-2020 | 09:30 ] : [ Lancaster, UK ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

2nd Frontiers of Factor Investing Conference 2020 (Lancaster, UK)
[ 30-03-2020 | 09:30 ] : [ Cologne, Germany ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

19th Cologne Colloquium on Financial Markets 2020 (Cologne, Germany)
[ 06-10-2017 | 13:00 ] : [ University of Ulm ]

Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

DGF, 24th Annual Meeting (Ulm, Germany)
Poster
Discussions