Laura-Chloé Kuntz

University of Goettingen (Gottingen) - Chair of Finance

Ph.D. Candidate

Göttingen

Germany

  • University of Goettingen (Gottingen) - Chair of Finance

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Low-Beta Strategies

28th Australasian Finance and Banking Conference
Number of pages: 43 Posted: 20 Aug 2015 Last Revised: 15 Jun 2017
Olaf Korn and Laura-Chloé Kuntz
University of Goettingen (Göttingen) and University of Goettingen (Gottingen) - Chair of Finance
Downloads 1,409 (27,359)

Abstract:

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low-beta anomaly, trading strategies, factor risk premiums, smart beta

2.

Beta Dispersion and Market-Timing

30th Australasian Finance and Banking Conference 2017
Number of pages: 67 Posted: 14 Jun 2017 Last Revised: 27 Mar 2020
Laura-Chloé Kuntz
University of Goettingen (Gottingen) - Chair of Finance
Downloads 680 (75,413)

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systematic risk, time-varying beta, market return predictability, market-timing, investment strategies

3.

Markowitz with Regret

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 58 Posted: 24 Sep 2018
Rainer Baule, Olaf Korn and Laura-Chloé Kuntz
University of Hagen, University of Goettingen (Göttingen) and University of Goettingen (Gottingen) - Chair of Finance
Downloads 270 (219,298)
Citation 1

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portfolio selection, regret aversion, regret risk