Fabian Echterling

Allianz SE - Allianz Global Investors Europe

Bockenheimer Landstraße 42

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

Stock Picking with Machine Learning

Number of pages: 45 Posted: 23 Jun 2020 Last Revised: 18 Aug 2023
Dominik Wolff, Dominik Wolff and Fabian Echterling
Technical University of DarmstadtDeka Investment GmbH and Allianz SE - Allianz Global Investors Europe
Downloads 3,309 (6,397)

Abstract:

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Investment Decisions, Equity Portfolio Management, Stock Selection, Stock Picking, Machine Learning, Neural Networks, Deep Learning, Long Short-Term Neural Networks (LSTM), Random Forest, Boosting

2.

Implied Cost of Capital: A Stochastic Perspective

2013 Financial Markets & Corporate Governance Conference
Number of pages: 27 Posted: 19 Dec 2012 Last Revised: 13 May 2013
Fabian Echterling and Brigitte Eierle
Allianz SE - Allianz Global Investors Europe and University of Bamberg
Downloads 216 (242,824)

Abstract:

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Implied Cost of Capital, Valuation, Beta, Capital Asset Pricing Model

3.

A Review of the Literature on Methods of Computing the Implied Cost of Capital

International Review of Financial Analysis, Vol. 42, pp. 235-252, 2015
Posted: 18 Aug 2015 Last Revised: 21 Dec 2015
Fabian Echterling, Brigitte Eierle and Simeon Ketterer
Allianz SE - Allianz Global Investors Europe, University of Bamberg and University of Bamberg

Abstract:

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Implied Cost of Capital, Equity Premium, Analysts Forecasts, Business Valuation, Residual Income Valuation, Abnormal Earnings Growth

4.

Mean Reversion Adjusted Betas Used in Business Valuation Practice: A Research Note

Journal of Business Economics: Volume 85, Issue 7 (2015), Page 759-792
Posted: 30 Aug 2013 Last Revised: 18 Aug 2015
Fabian Echterling and Brigitte Eierle
Allianz SE - Allianz Global Investors Europe and University of Bamberg

Abstract:

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Valuation, Sorting, Regression to the Mean, Mean Reversion, CAPM, Beta Adjustments, Beta