Erweiterte Suche
Zurück zur Übersicht
Exportieren als [feed] RSS 1.0 [feed] RSS 2.0

Zitation

Gruppieren nach: Dokumenttyp | Erscheinungsjahr | Keine Sortierung
Springe zu: Zeitschriftenartikel | Dissertation | Konferenzveröffentlichung | Präsentation auf Konferenz | Arbeitspapier
Anzahl der Einträge: 59.

Zeitschriftenartikel

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2024) Unobserved performance of hedge funds. The Journal of Finance Hoboken, NJ [u.a.] 79 5 3203-3259 [Zeitschriftenartikel]

Chabi-Yo, Fousseni ; Huggenberger, Markus ; Weigert, Florian (2022) Multivariate crash risk. Journal of Financial Economics Amsterdam [u.a.] 145 1 129-153 [Zeitschriftenartikel]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian (2020) Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications. Journal of Banking & Finance Amsterdam [u.a.] 115 Article 105809 [Zeitschriftenartikel]

Fousseni, Chabi-Yo ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2018) Crash sensitivity and the cross section of expected stock returns. Journal of Financial and Quantitative Analysis : JFQA New York, NY 53 3 1059-1100 [Zeitschriftenartikel]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2018) Momentum and crash sensitivity. Economics Letters Amsterdam [u.a.] 165 77-81 [Zeitschriftenartikel]

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2017) Tail risk in hedge funds : a unique view from portfolio holdings. Journal of Financial Economics Amsterdam ; Jena [u.a.] 125 3 610-636 [Zeitschriftenartikel]

Reinert, Regina M. ; Weigert, Florian ; Winnefeld, Christoph H. (2016) Does female management influence firm performance? : Evidence from Luxembourg banks. Financial Markets and Portfolio Management Heidelberg ; Norwell, MA [u.a.] 30 2 113-136 [Zeitschriftenartikel]

Weigert, Florian (2016) Crash aversion and the cross-section of expected stock returns worldwide. Review of asset pricing studies : RAPS Oxford 6 1 135-178 [Zeitschriftenartikel]

Fischer, Matthias ; Köck, Christian ; Schlüter, Stephan ; Weigert, Florian (2009) An empirical analysis of multivariate copula models. Quantitative Finance London [u.a.] 9 7 839-854 [Zeitschriftenartikel]

Dissertation

Weigert, Florian (2013) Crash aversion and extreme dependence structures in asset pricing. Mannheim [Dissertation]

Konferenzveröffentlichung

Chabi-Yo, Fousseni ; Huggenberger, Markus ; Weigert, Florian Multivariate crash risk. Kempf, Alexander 1-77 In: 18. Kölner Finanzmarktkolloquium Asset Management (2019) Köln 18th Cologne Colloquium on Financial Markets (Köln, Germany) [Konferenzveröffentlichung]

Präsentation auf Konferenz

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Agarwal, Vikas ; Weigert, Florian Unobserved performance of hedge funds. (2019) 2019 Financial Intermediation Research Society (FIRS) Annual Conference (Svannah, GA) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Agarwal, Vikas ; Weigert, Florian Unobserved performance of hedge funds. (2019) Fifth Conference on “Recent Advances in Mutual Fund and Hedge Fund Research” (Berlin, Germany) [Präsentation auf Konferenz]

Chabi-Yo, Fousseni ; Huggenberger, Markus ; Weigert, Florian Multivariate crash risk. (2019) Twelfth Annual Society For Financial Econometrics (SoFiE) Conference (Shanghai, China) [Präsentation auf Konferenz]

Chabi-Yo, Fousseni ; Huggenberger, Markus ; Weigert, Florian Multivariate crash risk. (2019) 2019 China International Conference in Finance (Guangzhou, China) [Präsentation auf Konferenz]

Chabi-Yo, Fousseni ; Huggenberger, Markus ; Weigert, Florian Multivariate crash risk. (2019) XIIth International Risk Management Conference 2019 (Milan, Italy) [Präsentation auf Konferenz]

Chabi-Yo, Fousseni ; Huggenberger, Markus ; Weigert, Florian Multivariate crash risk. (2018) 25th Annual Meeting of the German Finance Association (DGF) 2018 (Trier, Germany) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian ; Agarwal, Vikas The absolute return wedge: A new measure that predicts hedge fund performance. (2018) 9th Erasmus Professional Asset Management Conference (Rotterdam, The Netherlands) [Präsentation auf Konferenz]

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian The absolute return wedge: A new measure that predicts hedge fund performance. (2018) FMA 2018 Consortium on Trading Strategies and Institutional Investing Cambridge (Cambridge, UK) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Agarwal, Vikas ; Weigert, Florian The absolute return wedge: A new measure that predicts hedge fund performance. (2018) 21st Annual Conference of the Swiss Society for Financial Market Research (SGF) (Zürich, Switzerland) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Agarwal, Vikas ; Weigert, Florian The absolute return wedge: A new measure that predicts hedge fund performance. (2018) 10th Annual Hedge Fund and Private Equity Research Conference (Paris, France) [Präsentation auf Konferenz]

Fink, Christopher ; Raatz, Katharina ; Weigert, Florian Do Mutual Funds Outperform During Recessions? International Evidence. (2014) Mannheim 2014 FMA European Conference (Maastricht, Netherlands) [Präsentation auf Konferenz]

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Tail Risk in Hedge Funds - Evidence From Portfolio Holdings. (2014) 6th Annual Hedge Fund Research Conference (Paris, France) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2014) Fifth Risk Management Conference 2014 (Mont Tremblant, Québec, Canada) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2014) Extreme Events in Finance (Paris, France) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2013) 6th Financial Risks International Forum (Paris, France) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2013) European Finance Association Meeting 2013 (Cambridge, UK) [Präsentation auf Konferenz]

Weigert, Florian In Search For Cushion? Crash Aversion and the Cross Section of Expected Stock Returns Worldwide. (2013) Swiss Finance Conference 2013 (Zürich, Austria) [Präsentation auf Konferenz]

Weigert, Florian In Search For Cushion? Crash Aversion and the Cross Section of Expected Stock Returns Worldwide. (2013) European FMA Conference 2013 (Luxembourg, Lux.) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2013) FIRS Conference 2013 (Dubrovnik, Croatia) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2013) Humboldt Copenhagen Conference 2013 (Berlin, Germany) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2013) Swiss Finance Conference 2013 (Zürich, Switzerland) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2013) Quantitative Methods in Finance 2013 Conference (Sydney, Australia) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2013) FMA Annual Meeting 2013 (Chicago, Ill.) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2013) German Finance Association Meeting 2012 (Wuppertal) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2013) 26th Australasian Finance & Banking Conference (Sydney, Australia) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2013) Fifth Erasmus Liquidity Conference 2012 at Erasmus University (Rotterdam, Netherlands) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Extreme Dependence Structures and the Cross-Section of Expected Stock Returns. (2012) FMA European Confernce 2012 (Istanbul, Turkey) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2012) Fifth Erasmus Liquidity Conference 2012 (Rotterdam, Netherlands) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2012) Swiss Finance Conference 2012 (Zürich, Switzerland) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2012) Spring Meeting of Young Economists 2012 (Mannheim) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian Extreme Downside Liquidity Risk. (2012) European Economics Association Meeting 2012 (Málaga, Spain) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Extreme Dependence Structures and the Cross-Section of Expected Stock Returns. (2011) 38th Annual Meeting of the European Finance Association (Stockholm, Sweden) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Extreme Dependence Structures and the Cross-Section of Expected Stock Returns. (2011) 26th Congress of the European Economic Association (Oslo, Norway) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Extreme Dependence Structures and the Cross-Section of Expected Stock Returns. (2011) 18th Annual Meeting of the German Finance Association (DGF) (Regensburg, Germany) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Extreme Dependence Structures and the Cross-Section of Expected Stock Returns. (2011) Risk and returns after the crisis - Conference Luxembourg (Luxembourg, Luxembourg) [Präsentation auf Konferenz]

Weigert, Florian ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2011) European Finance Association Meeting 2011 (Stockholm, Sweden) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2011) European Economics Association Meeting 2011 (Oslo, Sweden) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2011) German Finance Association Meeting 2011 (Regensburg, Germany) [Präsentation auf Konferenz]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2011) EFM Asset Management Symposium 2011 (Hamburg, Germany) [Präsentation auf Konferenz]

Arbeitspapier

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2023) Unobserved performance of hedge funds. SSRN Working Paper Series Amsterdam [Arbeitspapier]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2018) Momentum and crash sensitivity. University of St.Gallen, School of Finance Research Paper St. Gallen 2018/1 [Arbeitspapier]

Chabi-Yo, Fousseni ; Huggenberger, Markus ; Weigert, Florian (2018) Multivariate crash risk. SSRN Working Paper Series Rochester, NY [Arbeitspapier]

Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Ungeheuer, Michael ; Weigert, Florian (2016) Extreme Downside Liquidity Risk. Working papers on finance / University of St.Gallen, School of Finance Research Paper St. Gallen 13/26 [Arbeitspapier]

Agarwal, Vikas ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2016) Tail risk in hedge funds: A unique view from portfolio holdings. Rochester, NY [Arbeitspapier]

Fink, Christopher ; Raatz, Katharina ; Weigert, Florian (2015) Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence. Mannheim [u.a.] [Arbeitspapier]

Fink, Christopher ; Raatz, Katharina ; Weigert, Florian (2014) Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence. Working papers on finance / University of St.Gallen, School of Finance Research Paper St. Gallen 14/15 [Arbeitspapier]

Weigert, Florian (2013) In Search of Cushion? Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide. Working papers on finance / University of St.Gallen, School of Finance Research Paper St. Gallen 13/25 [Arbeitspapier]

Fousseni, Chabi-Yo ; Ruenzi, Stefan ORCID: 0000-0002-6492-1701 ; Weigert, Florian (2013) Crash sensitivity and the cross section of expected stock returns. Working papers on finance / University of St.Gallen, School of Finance Research Paper St. Gallen [u.a.] 2013/24 [Arbeitspapier]

Diese Liste wurde am Tue Nov 4 01:43:19 2025 CET automatisch erstellt.