Florian Weigert

University of Neuchatel - Institute of Financial Analysis

Pierre-a-Mazel,7

Neuchatel, CH-2000

Switzerland

University of Cologne - Centre for Financial Research (CFR)

Albertus-Magnus Platz

Cologne, 50923

Germany

SCHOLARLY PAPERS

14

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Top 8,683

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5,883

SSRN CITATIONS
Rank 19,269

SSRN RANKINGS

Top 19,269

in Total Papers Citations

33

CROSSREF CITATIONS

17

Scholarly Papers (14)

1.

Crash Sensitivity and the Cross-Section of Expected Stock Returns

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2013/24
Number of pages: 94 Posted: 27 Feb 2012 Last Revised: 12 Jun 2017
Fousseni Chabi-Yo, Stefan Ruenzi and Florian Weigert
University of Massachusetts Amherst - Isenberg School of Management, University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 1,734 (10,629)
Citation 21

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Asset Pricing, Asymmetric Dependence, Copulas, Coskewness, Downside Risk, Tail Risk, Crash Aversion

2.

Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications

Journal of Banking and Finance, Forthcoming
Number of pages: 89 Posted: 01 Apr 2013 Last Revised: 12 Mar 2020
Stefan Ruenzi, Michael Ungeheuer and Florian Weigert
University of Mannheim - Department of International Finance, Aalto University and University of Neuchatel - Institute of Financial Analysis
Downloads 796 (34,041)
Citation 9

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Asset Pricing, Crash Aversion, Downside Risk, Liquidity Risk, Tail Risk

3.

Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 74 Posted: 02 Nov 2014 Last Revised: 13 Aug 2016
Vikas Agarwal, Stefan Ruenzi and Florian Weigert
Georgia State University, University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 722 (38,869)
Citation 14

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Hedge Funds, Tail Risk, Portfolio Holdings, Funding Liquidity Risk, Leverage

4.

Momentum and Crash Sensitivity

University of St.Gallen, School of Finance Research Paper No. 2018/1, Economics Letters, Forthcoming
Number of pages: 13 Posted: 28 Dec 2017 Last Revised: 08 Feb 2018
Stefan Ruenzi and Florian Weigert
University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 651 (44,671)
Citation 2

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Asset pricing, asymmetric dependence, copulas, crash sensitivity, momentum, tail risk

5.

Does Female Management Influence Firm Performance? Evidence from Luxembourg Banks

Financial Markets and Portfolio Management (2016), University of St. Gallen, School of Finance Research Paper No. 2015/01
Number of pages: 33 Posted: 14 Jan 2015 Last Revised: 13 Jan 2017
Regina Reinert, Florian Weigert and Christoph Winnefeld
University of St. Gallen, University of Neuchatel - Institute of Financial Analysis and Commission de Surveillance Du Secteur Financier
Downloads 319 (106,140)
Citation 1

Abstract:

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management diversity, female management representation, bank performance

6.

Factor Exposure Variation and Mutual Fund Performance

Financial Analyst Journal, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2018/17
Number of pages: 38 Posted: 30 Aug 2018 Last Revised: 04 Aug 2020
Manuel Ammann, Sebastian Fischer and Florian Weigert
University of St. Gallen - School of Finance, University of St. Gallen - School of Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 259 (132,435)

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Mutual Fund, Market Timing, Factor Timing, Kalman Filter

7.

Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence

University of St.Gallen, School of Finance Research Paper No. 2014/15
Number of pages: 57 Posted: 19 Sep 2014 Last Revised: 05 Jun 2015
Christopher Fink, Katharina Raatz and Florian Weigert
University of Mannheim - Finance Area, University of Mannheim and University of Neuchatel - Institute of Financial Analysis
Downloads 253 (135,525)
Citation 1

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International Mutual Fund Performance, Mutual Funds, Recession

8.

Unobserved Performance of Hedge Funds

University of St.Gallen, School of Finance Research Paper No. 2018/25
Number of pages: 77 Posted: 28 Dec 2018 Last Revised: 16 Apr 2020
Vikas Agarwal, Stefan Ruenzi and Florian Weigert
Georgia State University, University of Mannheim - Department of International Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 246 (139,451)

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Hedge Fund Skill, Confidential Holdings, Derivative Usage, Short Selling, Unobserved Performance

9.

Does Foreign Information Predict the Returns of Multinational Firms Worldwide?

Review of Finance, Forthcoming, University of St.Gallen, School of Finance Research Paper No. 2015/19
Number of pages: 69 Posted: 22 Sep 2015 Last Revised: 28 Nov 2016
Christian Finke and Florian Weigert
University of St. Gallen - School of Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 205 (165,776)
Citation 1

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Foreign information, return predictability, limited attention

10.

Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?

Georgetown McDonough School of Business Research Paper No. 3292347, University of St.Gallen, School of Finance Research Paper
Number of pages: 58 Posted: 12 Dec 2018 Last Revised: 14 May 2019
Turan G. Bali and Florian Weigert
Georgetown University - Robert Emmett McDonough School of Business and University of Neuchatel - Institute of Financial Analysis
Downloads 198 (171,375)
Citation 1

Abstract:

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Hedge Funds, Idiosyncratic Volatility Puzzle, Confidential Holdings, Derivatives, Managerial Incentives, Investment Performance

11.

Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide

Review of Asset Pricing Studies (2016)
Number of pages: 60 Posted: 14 Aug 2013 Last Revised: 13 Jan 2017
Florian Weigert
University of Neuchatel - Institute of Financial Analysis
Downloads 140 (230,483)
Citation 5

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Asset Pricing, Crash Aversion, International Finance, Tail Risk

12.

Multivariate Crash Risk

Number of pages: 81 Posted: 04 Jun 2018 Last Revised: 14 Aug 2019
Fousseni Chabi-Yo, Markus Huggenberger and Florian Weigert
University of Massachusetts Amherst - Isenberg School of Management, University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance and University of Neuchatel - Institute of Financial Analysis
Downloads 133 (240,127)
Citation 1

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Asset Pricing, Asymmetric Dependence, Copulas, Crash Aversion, Downside Risk, Lower Tail Dependence, Tail Risk

13.

Regulatory Stress Testing and Bank Performance

Number of pages: 60 Posted: 29 May 2018 Last Revised: 30 Apr 2020
Lukas Ahnert, Pascal Vogt, Volker Vonhoff and Florian Weigert
University of St. Gallen, Boston Consulting Group - Germany, University of Mannheim - Department of Business Administration and Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 129 (245,828)
Citation 2

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Banks, Stress Testing, Equity Performance, CDS Performance

14.

Cash Holdings and the Performance of European Mutual Funds

Finance Research Letters, Forthcoming
Number of pages: 14 Posted: 18 Feb 2018 Last Revised: 10 Aug 2018
Frank Graef, Pascal Vogt, Volker Vonhoff and Florian Weigert
University of St. Gallen, Boston Consulting Group - Germany, University of Mannheim - Department of Business Administration and Finance and University of Neuchatel - Institute of Financial Analysis
Downloads 98 (298,754)

Abstract:

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Cash Holdings, Mutual Funds, Performance Evaluation