- Research Assistant / PhD Student
- Chair in Finance
- Schedule for SS 22
- C21_Introduction to Finance - Exercise (Exercise) Salcher
- 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
- Preproposal 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 ...