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Lukas Salcher, MSc

Research Assistant / PhD Student
Chair in Finance
Breaking Bad: Parameter Uncertainty caused by Structural Breaks in Stocks
FFF-Förderprojekt, January 2022 until December 2022

Estimating parameter inputs for portfolio optimization has been shown to be notoriously diffi-cult resulting in disappointing out-of-sample performance (Michaud, 1989; DeMiguel et al., 2009). The ... more ...

Granularity of Information and its Impact on Stock Return Predictability and Portfolio Allocation
PhD-Thesis, since September 2020

The thesis will consist of three individual papers, which will be combined into a cumulative dissertation. The research focuses on the question of how the different granularity of information affects ... more ...

Understanding Saving in Europe
ERASMUS, September 2019 until August 2022

Given the changing demographic and the continuous low interest rate environment, long-term decisions by individuals are becoming increasingly important. Saving optimally over the life cycle requires ... more ...