Rainer Alexander Schüssler

University of Rostock - Department of Economics

Ulmenstr. 69

Rostock, 18057

Germany

University of Konstanz

Fach D-144

Universitätsstraße 10

Konstanz, D-78457

Germany

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 39,097

in Total Papers Citations

25

CROSSREF CITATIONS

0

Scholarly Papers (11)

1.

Forecasting the Equity Premium: Mind the News!

Review of Finance, Forthcoming
Number of pages: 59 Posted: 26 Apr 2019 Last Revised: 25 Feb 2020
Philipp Adämmer and Rainer Alexander Schüssler
University of Greifswald and University of Rostock - Department of Economics
Downloads 692 (71,538)
Citation 8

Abstract:

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Topic Modeling, Big Data, Return Predictability, Text as Data

2.

Exchange Rate Predictability and Dynamic Bayesian Learning

Number of pages: 59 Posted: 15 Nov 2018 Last Revised: 01 Aug 2019
Joscha Beckmann, Gary Koop, Dimitris Korobilis and Rainer Alexander Schüssler
University of Duisburg-Essen - Department of Economics and Business Administration, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, University of Glasgow - Adam Smith Business School and University of Rostock - Department of Economics
Downloads 525 (101,200)
Citation 11

Abstract:

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Exchange Rates, Bayesian Vector Autoregression, Forecasting, Dynamic Portfolio Allocation, Economic Fundamentals

3.

Ensembles of Portfolio Rules

Number of pages: 46 Posted: 23 Sep 2022 Last Revised: 18 Jan 2023
Federico Nardari and Rainer Alexander Schüssler
University of Melbourne - Department of Finance and University of Rostock - Department of Economics
Downloads 244 (234,686)

Abstract:

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Portfolio choice; Combination of estimators; Ensemble learning; Estimation risk

4.

Dynamic Optimization of Asset Allocation Strategies under Downside Risk Control: An Application to Futures Markets

Number of pages: 54 Posted: 29 Sep 2014 Last Revised: 12 Nov 2021
Rainer Alexander Schüssler
University of Rostock - Department of Economics
Downloads 244 (234,686)

Abstract:

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Dynamic portfolio choice, Predictability, Downside risk control, Estimation error, Real-time investor, Futures markets, Bayesian learning

5.

Local Predictability in High Dimensions

Number of pages: 43 Posted: 31 Jan 2023 Last Revised: 13 Jul 2023
Philipp Adämmer, Sven Lehmann and Rainer Alexander Schüssler
University of Greifswald, University of Rostock - Department of Economics and University of Rostock - Department of Economics
Downloads 204 (278,034)

Abstract:

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Big Data, Ensemble Learning, Time Series, Stock Returns, Inflation

6.

A Comprehensive Dynamic Bayesian Model Combination Approach to Forecasting Equity Premia

Number of pages: 50 Posted: 29 Sep 2014 Last Revised: 21 Mar 2015
Joscha Beckmann and Rainer Alexander Schüssler
University of Duisburg-Essen - Department of Economics and Business Administration and University of Rostock - Department of Economics
Downloads 202 (280,520)
Citation 1

Abstract:

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Equity premium prediction; Density forecasting; Bayesian Analysis; Forecast combination; Model uncertainty; Time-varying parameter models; Stochastic volatility; Asset allocation; Asset pricing

7.

Economic Time Series Predictions and the Illusion of Support Recovery

Number of pages: 28 Posted: 30 Jan 2022 Last Revised: 13 Apr 2024
Philipp Adämmer and Rainer Alexander Schüssler
University of Greifswald and University of Rostock - Department of Economics
Downloads 178 (314,046)

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Signal-to-noise ratio, Variable selection, Shrinkage, High-dimensional data

8.

Forecasting Exchange Rates under Parameter and Model Uncertainty

Journal of International Money and Finance, Forthcoming
Number of pages: 46 Posted: 29 Sep 2014 Last Revised: 09 Dec 2015
Joscha Beckmann and Rainer Alexander Schüssler
University of Duisburg-Essen - Department of Economics and Business Administration and University of Rostock - Department of Economics
Downloads 173 (322,040)
Citation 8

Abstract:

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Shrinkage; Time-varying parameter models; Exchange rate forecasting

9.

Robust Dynamic Portfolio Choice Based on Out-Of-Sample Performance

Number of pages: 78 Posted: 12 Aug 2019 Last Revised: 17 Aug 2019
Rainer Alexander Schüssler
University of Rostock - Department of Economics
Downloads 144 (375,517)

Abstract:

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Out-Of-Sample Robustness, Estimation Error, Risk Management, Downside Risk, Asset Allocation

10.

Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value?

Number of pages: 52 Posted: 03 Mar 2023 Last Revised: 14 May 2024
Philipp Adämmer, Jan Prüser and Rainer Alexander Schüssler
University of Greifswald, Technical University of Dortmund and University of Rostock - Department of Economics
Downloads 114 (448,917)

Abstract:

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Quantile Regression, Textual data, Topic models, Quantile Regression Forests, Gaussian process, Global-local priors

11.

Constructing Optimal Pathwise Confidence Bands Using Mixed-Integer Optimization

Number of pages: 12 Posted: 11 Dec 2015
Rainer Alexander Schüssler and Mark M. Trede
University of Rostock - Department of Economics and University of Münster - Faculty of Economics
Downloads 44 (758,852)

Abstract:

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Pathwise confidence bands; Mixed-integer optimization