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 2 years, 3 months
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Top posts (68) All Questions Answers | Votes Newest

7 Momentum - Statistical Argument Sep 6 '18
5 What drives the idiosyncratic volatility puzzle? Sep 19 '18
5 Maximum Sharpe portfolio (no short selling restrictions) Feb 13
4 Examples of discrete math within quantitative finance Jan 23
4 Rationale of Fama Macbeth procedure Jul 23
4 CAPM - Expected vs. actual returns Aug 23
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
3 Fama MacBeth cross-sectional Regression Nov 13 '18
3 Why is Fama French model a risk model Sep 13 '18
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