Stefan Voigt

University of Copenhagen

Ă˜ster Farimagsgade 5, Bygn 26

Copenhagen, 1353

Denmark

http://voigtstefan.me

Danish Finance Institute

SCHOLARLY PAPERS

2

DOWNLOADS

223

SSRN CITATIONS
Rank 49,118

SSRN RANKINGS

Top 49,118

in Total Papers Citations

6

CROSSREF CITATIONS

6

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 University of Copenhagen
Downloads 141 (229,385)
Citation 5

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, wikifolio Financial Technologies AG and University of Copenhagen
Downloads 82 (334,435)
Citation 7

Abstract:

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Arbitrage, Market Frictions, Blockchain