Olaf Stotz

Frankfurt School of Finance and Management

Professor of Private Wealth Management

Adickesallee 32-34

Frankfurt am Main, 60322

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

335

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.
Downloads 163 (191,869)

Abstract:

Loading...

Private equity, event study, accounting returns, stock returns

2.

A Macroeconomic Hedge Portfolios and the Cross-Section of Stock Returns

Number of pages: 46 Posted: 25 May 2016 Last Revised: 27 Jan 2018
Maximilian Renz and Olaf Stotz
Frankfurt School of Finance & Management and Frankfurt School of Finance and Management
Downloads 152 (203,632)

Abstract:

Loading...

Asset Pricing, Expected Returns, Scheduled Macroeconomic Announcements, Macroeconomic Hedge Portfolio, Characteristic-sorted Risk Factors

3.

What Do Hedge Portfolios Hedge? Evidence From an Intertemporal CAPM in the Presence of Background Wealth

Number of pages: 55 Posted: 08 Jan 2019
Maximilian Renz and Olaf Stotz
Frankfurt School of Finance & Management and Frankfurt School of Finance and Management
Downloads 20 (548,050)

Abstract:

Loading...

Asset Pricing, Hedge Portfolios, Expected Returns, Background Wealth, ICAPM, Return Decomposition

4.

Do Fundamental Indexes Produce Higher Risk-Adjusted Returns than Market Cap Indexes? Evidence for European Stock Markets

Financial Markets and Portfolio Management, Vol. 24, No. 3, 2010
Posted: 02 Sep 2010
Frankfurt School of Finance and Management, Institut für Finanzdienstleistungen Zug (IFZ) and affiliation not provided to SSRN

Abstract:

Loading...

Fundamental weighted indexes - Risk analysis, Fama and French model, Portfolio management, Structure, Dynamic analysis, Panel data