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