Jan-Philip Schade

University of St. Gallen - School of Finance

Doctoral Candidate

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

370

SSRN CITATIONS

12

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Characteristics-Based Portfolio Choice with Leverage Constraints

Journal of Banking and Finance, Forthcoming, University of St. Gallen, School of Finance Research Paper No. 2016/06
Number of pages: 46 Posted: 23 Feb 2016 Last Revised: 20 Oct 2020
Manuel Ammann, Guillaume Coqueret and Jan-Philip Schade
University of St. Gallen - School of Finance, EMLYON Business School and University of St. Gallen - School of Finance
Downloads 246 (235,022)
Citation 15

Abstract:

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Portfolio choice, leverage constraint, characteristics-based investing

2.

On the Risk Factor Timing Ability of Valuation Measures

Number of pages: 29 Posted: 20 Jul 2017
Jan-Philip Schade
University of St. Gallen - School of Finance
Downloads 124 (426,013)

Abstract:

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Risk factor timing, valuation measures