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Does female management influence firm performance? : evidence from Luxembourg banks

Reinert, Regina M.; Weigert, Florian; Winnefeld, … - In: Financial markets and portfolio management 30 (2016) 2, pp. 113-136

Persistent link: https://www.econbiz.de/10011477585

Crash aversion and the cross-section of expected stock returns worldwide

Weigert, Florian - In: Review of asset pricing studies 6 (2016) 1, pp. 135-178

Persistent link: https://www.econbiz.de/10011526449

Regulatory stress testing and bank performance

Ahnert, Lukas; Vogt, Pascal; Vonhoff, Volker; Weigert, … - In: European Financial Management 26 (2020) 5, pp. 1449-1488

Persistent link: https://www.econbiz.de/10012281716

Kevin R. Mirabile: Hedge Fund Investing

Weigert, Florian - In: Financial Markets and Portfolio Management 28 (2014) 4, pp. 437-439

Persistent link: https://www.econbiz.de/10011154666

An empirical analysis of multivariate copula models

Fischer, Matthias; Kock, Christian; Schluter, Stephan; … - In: Quantitative Finance 9 (2009) 7, pp. 839-854

Since the pioneering work of Embrechts and co-authors in 1999, copula models have enjoyed steadily increasing popularity in finance. Whereas copulas are well studied in the bivariate case, the higher-dimensional case still offers several open issues and it is far from clear how to construct...

Persistent link: https://www.econbiz.de/10008466754

Crash sensitivity and the cross section of expected stock returns

Chabi-Yo, Fousseni; Ruenzi, Stefan; Weigert, Florian - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1059-1100

Persistent link: https://www.econbiz.de/10011930029

Momentum and crash sensitivity

Ruenzi, Stefan; Weigert, Florian - In: Economics letters 165 (2018), pp. 77-81

Persistent link: https://www.econbiz.de/10011973844

Tail risk in hedge funds : a unique view from portfolio holdings

Agarwal, Vikas; Ruenzi, Stefan; Weigert, Florian - In: Journal of financial economics 125 (2017) 3, pp. 610-636

Persistent link: https://www.econbiz.de/10011751864

Does foreign information predict the returns of multinational firms worldwide?

Finke, Christian; Weigert, Florian - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2199-2248

Persistent link: https://www.econbiz.de/10011804710

Cash holdings and the performance of European mutual funds

Graef, Frank; Vogt, Pascal; Vonhoff, Volker; Weigert, … - In: Finance research letters 29 (2019), pp. 285-291

Persistent link: https://www.econbiz.de/10012419103