Quantitative Finance
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skoestlmeier
  • Member for 4 years, 10 months
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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.

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All Questions Answers
Score Newest
answer
15
Rationale of Fama Macbeth procedure
Jul 23, 2019
answer
10
Momentum - Statistical Argument
Sep 6, 2018
answer
9
Maximum Sharpe portfolio (no short selling restrictions)
Feb 13, 2019
question
8
Interpreting the coefficients of Fama-MacBeth regression
Jan 30, 2018
answer
6
CAPM - Expected vs. actual returns
Aug 23, 2019
answer
5
What drives the idiosyncratic volatility puzzle?
Sep 19, 2018
answer
5
Fama MacBeth cross-sectional Regression
Nov 13, 2018
answer
4
What is, here, the relationship between "compound" and "arithmetic return" and "volatility"?
Dec 3, 2018
answer
4
Levy process and random measure
Dec 14, 2018
answer
4
Exclusion of Utilites and Financials in Magic Formula
Aug 10, 2018
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9
Unexplained economic puzzles?
6
How did the derivatives market 'collapse' in 2008?
5
Copyright holder in R packages

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