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Quantitative Finance
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skoestlmeier

I am a PhD 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.

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  • Regensburg, Germany
  • skoestlmeier
  • Member for 1 year, 2 months
  • 63 profile views
  • Last seen 2 hours ago

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6 Momentum - Statistical Argument Sep 6
3 What are the units of the variance of returns? Aug 28
3 Why is Fama French model a risk model Sep 13
3 Headquarter Relocation and Stock Return - Influence of Universities Oct 9
3 What drives the idiosyncratic volatility puzzle? Sep 19
2 How does Kenneth French create the industry portfolio returns? Oct 25
2 Does Academic Research Destroy Stock Return Predictability? Oct 17
2 Interpreting the coefficients of Fama-MacBeth regression Jan 30
2 Exclusion of Utilites and Financials in Magic Formula Aug 10
2 How to have an unbiased estimation of the standard deviation when using rolling returns? Sep 10
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