portfolio optimization / asset pricing / financial markets / decision under uncertainty
Dangl T., Galappi L., Weissensteiner A., Conservative holdings, aggressive trades: Ambiguity, learning, and equilibrium flows - SSRN
Bressan S., Weissensteiner A., Stock returns and scores of banks - SSRN
Ferrari D., Paterlini S., Rigamonti A., Weissensteiner A., Smoothed semicovariance estimation for portfolio selection - SSRN
Hanke M., Weissensteiner A., A premium for parameter uncertainty in equities, with M. Hanke - SSRN
Bjerring T., Rasmussen K., Weissensteiner A., Portfolio optimization of commodity futures with seasonal components and higher moments - SSRN
market microstructure
Lawrenz J., Schredelseker K., Evidence on the empirical relationship between forecast accuracy and recommendation profitability - SSRN