Skip to main content
Quantitative Finance
skoestlmeier's user avatar
skoestlmeier's user avatar
skoestlmeier's user avatar
skoestlmeier
  • Member for 7 years, 3 months
  • Last seen more than a week ago
Profile Activity
Stats
2,956
reputation
128k
reached
70
answers
8
questions
Communities
View all
About

I am a Research Associate and Ph.D. student in Finance at the Chair of Business Administration - Financial Services, University of Regensburg. My research interest is empirical asset pricing and macro-finance. I use R for my research projects.

Badges
View all badges
4
gold badges
22
silver badges
51
bronze badges
Top tags
View all tags
81
Score
25
Posts
32
Posts %
49
Score
13
Posts
17
Posts %
38
Score
15
Posts
19
Posts %
26
Score
9
Posts
12
Posts %
24
Score
9
Posts
12
Posts %
23
Score
10
Posts
13
Posts %
Top posts
View all questions and answers
answer
15
Rationale of Fama Macbeth procedure
Jul 23, 2019
answer
11
Maximum Sharpe portfolio (no short selling restrictions)
Feb 13, 2019
answer
10
Momentum - Statistical Argument
Sep 6, 2018
question
9
Interpreting the coefficients of Fama-MacBeth regression
Jan 30, 2018
answer
8
What drives the idiosyncratic volatility puzzle?
Sep 19, 2018
answer
7
CAPM - Expected vs. actual returns
Aug 23, 2019
answer
6
What is NYSE breakpoint as used by Fama French?
Nov 12, 2019
answer
6
Fama MacBeth cross-sectional Regression
Nov 13, 2018
answer
5
Which proxy is the best to calculate daily risk free rate for a capital asset pricing model?
Jan 16, 2019
answer
5
Examples of discrete math and graph theory within quantitative finance
Jan 23, 2019
Top network posts
View all network posts
9
Unexplained economic puzzles?
6
How were statistical distributions discovered?
6
How did the derivatives market 'collapse' in 2008?
6
Copyright holder in R packages
5
Why does the OLS-intercept not just "de-mean" the residuals of the same model without intercept?