Quantitative Finance
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skoestlmeier
  • Member for 5 years, 7 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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Top posts
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All Questions Answers
Score Newest
answer
15
Rationale of Fama Macbeth procedure
Jul 23, 2019
answer
11
Maximum Sharpe portfolio (no short selling restrictions)
Feb 13, 2019
answer
10
Momentum - Statistical Argument
Sep 6, 2018
question
8
Interpreting the coefficients of Fama-MacBeth regression
Jan 30, 2018
answer
8
What drives the idiosyncratic volatility puzzle?
Sep 19, 2018
answer
6
CAPM - Expected vs. actual returns
Aug 23, 2019
answer
5
Interpretation of Fama French portfolio
Oct 29, 2019
answer
5
Fama MacBeth cross-sectional Regression
Nov 13, 2018
answer
4
Which proxy is the best to calculate daily risk free rate for a capital asset pricing model?
Jan 16, 2019
answer
4
Examples of discrete math and graph theory within quantitative finance
Jan 23, 2019
Top network posts
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9
Unexplained economic puzzles?
6
How did the derivatives market 'collapse' in 2008?
5
How were statistical distributions discovered?
5
Copyright holder in R packages

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