Sebastian Stöckl
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    • Inaugural **[Liechtenstein Workshop on AI in Finance](/events/20260506_liechtenstein_workshop_ai/)** — a success!
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    • Risk-Adjusting Forecasts for Increased Portfolio Performance
    • Are There Fences in the Global Factor Zoo?
    • Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks
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    • Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks
    • (Un-)Lost in Translation: Risk-adjusting RMSE to improve alignment of forecast accuracy and economic forecast performance
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    • Factor Chasing and the Cross-Country Factor Momentum Anomaly
    • Less is More: Ranking Information, Estimation Errors and Optimal Portfolios
    • 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
    • The Price of Populism: Financial Market Outcomes of Populist Electoral Success
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns
    • Political Populism and Financial Markets
    • Turbulence in the Cross-Section: Predicting Factor Premia
    • 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
    • Portfolio Turbulence and the Predictability of Stock Returns
    • Portfolio Turbulence and the Predictability of Stock Returns
    • Comoment Factors and the Predictability of Stock Returns
    • Valuation of Real Options on IT Investments — A Simulation Model based on Modified Assumptions
    • 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
    • What drives our beer consumption? - In search of nutrition habits and demographic patterns
    • 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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Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns

Mar 30, 2020 · 1 min read
Note
Was cancelled due to the Covid-19 pandemic.
Last updated on 2026-03-02
← Parameter Uncertainty, Financial Turbulence and Aggregate Stock Returns 2020-04-03
Turbulence in the Cross-Section: Predicting Factor Premia 2019-06-10 →

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