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Florian Weigert
Florian Weigert
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An empirical analysis of multivariate copula models
M Fischer, C Köck, S Schlüter, F Weigert
Quantitative Finance 9 (7), 839-854, 2009
1962009
Crash sensitivity and the cross section of expected stock returns
F Chabi-Yo, S Ruenzi, F Weigert
Journal of Financial and Quantitative Analysis 53 (3), 1059-1100, 2018
1732018
Tail risk in hedge funds: A unique view from portfolio holdings
V Agarwal, S Ruenzi, F Weigert
Journal of Financial Economics 125 (3), 610-636, 2017
1502017
Option return predictability with machine learning and big data
TG Bali, H Beckmeyer, M Moerke, F Weigert
The Review of Financial Studies 36 (9), 3548-3602, 2023
502023
Does female management influence firm performance? Evidence from Luxembourg banks
RM Reinert, F Weigert, CH Winnefeld
Financial markets and portfolio management 30, 113-136, 2016
392016
Crash aversion and the cross-section of expected stock returns worldwide
F Weigert
The Review of Asset Pricing Studies 6 (1), 135-178, 2016
352016
Crash sensitivity and the cross-section of expected stock returns
S Ruenzi, F Weigert
302013
Momentum and crash sensitivity
S Ruenzi, F Weigert
Economics Letters 165, 77-81, 2018
282018
Multivariate crash risk
F Chabi-Yo, M Huggenberger, F Weigert
Journal of Financial Economics 145 (1), 129-153, 2022
252022
Regulatory stress testing and bank performance
L Ahnert, P Vogt, V Vonhoff, F Weigert
European Financial Management 26 (5), 1449-1488, 2020
222020
The impact of regulatory stress testing on bank’s equity and CDS performance
L Ahnert, P Vogt, V Vonhoff, F Weigert
University of St. Gallen, Swiss Institute of Banking and Finance Working Paper, 2018
222018
Extreme downside liquidity risk
S Ruenzi, M Ungeheuer, F Weigert
School of Finance, Univ. of, 2013
222013
Unobserved performance of hedge funds
V Agarwal, S Ruenzi, F Weigert
University of St. Gallen, School of Finance Research Paper, 2023
162023
Does foreign information predict the returns of multinational firms worldwide?
C Finke, F Weigert
Review of Finance 21 (6), 2199-2248, 2017
162017
Extreme dependence structures and the cross-section of expected stock returns
S Ruenzi, F Weigert
EFA Meetings Paper, 2011
162011
Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications
S Ruenzi, M Ungeheuer, F Weigert
Journal of Banking & Finance 115, 105809, 2020
152020
Multivariate Copula Models at Work: Outperforming the desert island copula?
MJ Fischer, C Köck, S Schlüter, F Weigert
Diskussionspapier, 2007
142007
Extreme Weather Risk and the Cost of Equity
A Braun, J Braun, F Weigert
Available at SSRN 3952620, 2023
82023
Cash holdings and the performance of European mutual funds
F Graef, P Vogt, V Vonhoff, F Weigert
Finance Research Letters 29, 285-291, 2019
72019
Hedge funds and the positive idiosyncratic volatility effect
TG Bali, F Weigert
Georgetown McDonough School of Business Research Paper, 2023
52023
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