Browsing All of EconStor by Author Weigert, Florian


Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2007Multivariate Copula Models at Work: Outperforming the desert island copula?Fischer, Matthias J.; Köck, Christian; Schlüter, Stephan; Weigert, Florian
2015Tail risk in hedge funds: A unique view from portfolio holdingsAgarwal, Vikas; Ruenzi, Stefan; Weigert, Florian
2020Factor exposure variation and mutual fund performanceAmmann, Manuel; Fischer, Sebastian; Weigert, Florian
2020Joint extreme events in equity returns and liquidity and their cross-sectional pricing implicationsRuenzi, Stefan; Ungeheuer, Michael; Weigert, Florian
2020Regulatory stress testing and bank performanceAhnert, Lukas; Vogt, Pascal; Vonhoff, Volker; Weigert, Florian
2020Unobserved performance of hedge fundsAgarwal, Vikas; Ruenzi, Stefan; Weigert, Florian
2021Multivariate crash riskChabi-Yo, Fousseni; Huggenberger, Markus; Weigert, Florian
2021Option return predictability with machine learning and big dataBali, Turan G.; Beckmeyer, Heiner; Moerke, Mathis; Weigert, Florian
2021Hedge funds and the positive idiosyncratic volatility effectBali, Turan G.; Weigert, Florian
2022Back to the roots: Ancestral origin and mutual fund manager portfolio choiceAmmann, Manuel; Cochardt, Alexander Elmar; Straumann, Simon; Weigert, Florian
2023Extreme weather risk and the cost of equityBraun, Alexander; Braun, Julia; Weigert, Florian
2025Twitter-based attention and the cross-section of cryptocurrency returnsMaître, Arnaud T.; Pugachyov, Nikolay; Weigert, Florian
2025A Bayesian stochastic discount factor for the cross-section of individual equity optionsKäfer, Niclas; Mörke, Mathis; Weigert, Florian; Wiest, Tobias