Rainer Alexander Schüssler

University of Rostock - Department of Economics

Ulmenstr. 69

Rostock, 18057

Germany

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 38,038

SSRN RANKINGS

Top 38,038

in Total Papers Downloads

1,994

SSRN CITATIONS

6

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 616 (66,685)

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 449 (98,260)
Citation 4

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

3.

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 218 (211,434)

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

4.

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 183 (247,630)
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

5.

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 157 (282,223)
Citation 3

Abstract:

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Shrinkage; Time-varying parameter models; Exchange rate forecasting

6.

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 123 (341,469)

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

7.

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 103 (386,901)

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

8.

Economic Time Series Predictions and the Illusion of Support Recovery

Number of pages: 36 Posted: 30 Jan 2022 Last Revised: 19 May 2022
Philipp Adämmer and Rainer Alexander Schüssler
University of Greifswald and University of Rostock - Department of Economics
Downloads 92 (416,648)

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Feature selection, Signal-to-noise ratio, Shrinkage, Forecast combinations

9.

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 30 (690,129)

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Pathwise confidence bands; Mixed-integer optimization

10.

Local Predictability in High Dimensions

Number of pages: 16 Posted: 31 Jan 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 23 (743,436)

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Aggregate Stock Returns, Dynamic Subset Forecast Combination, Textual Data, Estimation Error

11.

The Fundamental Theorems of Asset Pricing and the Closed-End Fund Puzzle

Posted: 31 Oct 2017
Gabriel Frahm, Alexander Jonen and Rainer Alexander Schüssler
Helmut Schmidt University, Helmut-Schmidt-Universität, Fakultät für Wirtschafts- und Sozialwissenschaften and University of Rostock - Department of Economics

Abstract:

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Admissibility, Closed-End Fund Puzzle, discount, Fundamental Theorem of Asset Pricing, maximal strategy, net asset value, no arbitrage, premium.