Stefan Voigt

University of Copenhagen

Assistant Professor of Finance

Ă˜ster Farimasgade 5, Bygn 26

Copenhagen, 1353

Denmark

http://voigtstefan.me

Danish Finance Institute

Research Fellow

Copenhagen

SCHOLARLY PAPERS

2

DOWNLOADS

319

SSRN CITATIONS
Rank 47,957

SSRN RANKINGS

Top 47,957

in Total Papers Citations

8

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 162 (224,287)
Citation 6

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: 55 Posted: 02 Jan 2019 Last Revised: 29 Jan 2021
University of Vienna - Department of Statistics and Operations Research, wikifolio Financial Technologies AG and University of Copenhagen
Downloads 157 (230,337)
Citation 8

Abstract:

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Arbitrage, Blockchain, Market Frictions