Quantitative Finance
Meta user
Network profile
2,165
reputation
2
12
36

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.

64
answers
6
questions
~23k
people reached
  • Regensburg, Germany
  • skoestlmeier
  • Member for 2 years, 5 months
  • 332 profile views
  • Last seen 8 hours ago

Communities (12)

Top network posts

Top tags (82)

Score 39
Posts 23
Posts % 33
Score 23
Posts 15
Score 19
Posts 11
Score 18
Posts 8
Score 17
Posts 9
Score 11
Posts 8
View all tags →

Top posts (70) 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 '19
4 Examples of discrete math within quantitative finance Jan 23 '19
4 CAPM - Expected vs. actual returns Aug 23 '19
4 Rationale of Fama Macbeth procedure Jul 23 '19
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
View all questions and answers →

Badges (50)

Gold

2

Rarest

Silver

12

Rarest

Bronze

36

Rarest

View all badges →