Quantitative Finance
Profile Activity
Meta user
Network profile
2,593
reputation
3
14
37

skoestlmeier

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.

69
answers
6
questions
~42k
people reached
  • Regensburg, Germany
  • skoestlmeier
  • Member for 3 years, 1 month
  • 476 profile views
  • Last seen 16 hours ago

Communities (13)

Top network posts

Top tags (85)

Score 54
Posts 24
Posts % 32
Score 30
Posts 13
Score 26
Posts 15
Score 24
Posts 9
Score 20
Posts 8
Score 18
Posts 10
View all tags →

Top posts (75)

All Questions Answers
Votes Newest
7 Momentum - Statistical Argument Sep 6 '18
6 Interpreting the coefficients of Fama-MacBeth regression Jan 30 '18
6 Rationale of Fama Macbeth procedure Jul 23 '19
6 CAPM - Expected vs. actual returns Aug 23 '19
5 Maximum Sharpe portfolio (no short selling restrictions) Feb 13 '19
5 What drives the idiosyncratic volatility puzzle? Sep 19 '18
4 Fama MacBeth cross-sectional Regression Nov 13 '18
4 What is, here, the relationship between “compound” and “arithmetic return” and “volatility”? Dec 3 '18
4 Levy process and random measure Dec 14 '18
4 Examples of discrete math within quantitative finance Jan 23 '19
View all questions and answers →

Badges (54)

Gold

3

Rarest

Silver

14

Rarest

Bronze

37

Rarest

View all badges →