Quantitative Finance
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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.

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  • Regensburg, Germany
  • skoestlmeier
  • Member for 3 years, 5 months
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8 Momentum - Statistical Argument Sep 6 '18
8 Rationale of Fama Macbeth procedure Jul 23 '19
6 CAPM - Expected vs. actual returns Aug 23 '19
6 Maximum Sharpe portfolio (no short selling restrictions) Feb 13 '19
6 Interpreting the coefficients of Fama-MacBeth regression Jan 30 '18
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 and graph theory within quantitative finance Jan 23 '19
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