Stefan Voigt

WU Wien

Welthandelsplatz 1

Building D4.4.171

Vienna, 1020

Austria

http://www.vgsf.ac.at/voigt

Vienna Graduate School of Finance (VGSF)

Welthandelsplatz 1

Vienna, 1020

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

177

SSRN CITATIONS
Rank 42,285

SSRN RANKINGS

Top 42,285

in Total Papers Citations

6

CROSSREF CITATIONS

8

Scholarly Papers (2)

1.

Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty

CFS Working Paper, No. 582
Number of pages: 62 Posted: 28 Sep 2017 Last Revised: 23 Aug 2019
Nikolaus Hautsch and Stefan Voigt
University of Vienna - Department of Statistics and Operations Research and WU Wien
Downloads 134 (229,289)
Citation 4

Abstract:

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portfolio choice, transaction costs, model uncertainty, regularization, high frequency data

2.

Building Trust Takes Time: Limits to Arbitrage in Blockchain-Based Markets

CFS Working Paper, No. 616, 2018
Number of pages: 52 Posted: 02 Jan 2019 Last Revised: 25 Mar 2020
University of Vienna - Department of Statistics and Operations Research, Vienna Graduate School of Finance (VGSF) and WU Wien
Downloads 43 (440,789)
Citation 9

Abstract:

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Arbitrage, Market Frictions, Blockchain