Viktoria-Sophie Wendt

University of Hamburg

Moorweidenstr. 18

Hamburg, 20148

Germany

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

Investing in Gold - Market Timing or Buy-and-Hold?

Number of pages: 33 Posted: 17 Jul 2018 Last Revised: 15 Nov 2018
Dirk G. Baur, Hubert Dichtl, Wolfgang Drobetz and Viktoria-Sophie Wendt
University of Western Australia - Business School, dichtl research & consulting GmbH, Hamburg University and University of Hamburg
Downloads 338 (87,148)

Abstract:

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gold; market efficiency; investment strategies; monthly seasonalities; fundamental factors; technical indicators; superior predictive ability test

2.

Data Snooping in Equity Premium Prediction

Number of pages: 47 Posted: 22 May 2017 Last Revised: 20 Jan 2019
Hubert Dichtl, Wolfgang Drobetz, Andreas Neuhierl and Viktoria-Sophie Wendt
dichtl research & consulting GmbH, Hamburg University, University of Notre Dame - Department of Finance and University of Hamburg
Downloads 333 (88,323)

Abstract:

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Equity risk premium prediction, data snooping bias

3.

Factor-Based Allocation: Is There a Superior Strategy?

Number of pages: 49 Posted: 24 Apr 2019
Hubert Dichtl, Wolfgang Drobetz and Viktoria-Sophie Wendt
dichtl research & consulting GmbH, Hamburg University and University of Hamburg
Downloads 135 (210,458)

Abstract:

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factor-based allocation, multiple testing