Rainer Alexander Schüssler

University of Rostock - Department of Economics

Ulmenstr. 69

Rostock, 18057

Germany

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 49,401

SSRN RANKINGS

Top 49,401

in Total Papers Downloads

831

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Forecasting the Equity Premium: Mind the News!

Number of pages: 41 Posted: 26 Apr 2019 Last Revised: 16 May 2019
Philipp Adämmer and Rainer Alexander Schüssler
Helmut Schmidt University Hamburg - Department of Mathematics and Statistics and University of Rostock - Department of Economics
Downloads 298 (103,898)

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 183 (168,417)
Citation 1

Abstract:

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

3.

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 153 (196,609)

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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

4.

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 114 (247,353)
Citation 2

Abstract:

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Shrinkage; Time-varying parameter models; Exchange rate forecasting

5.

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 64 (352,974)

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

6.

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 Muenster - Faculty of Economics
Downloads 19 (539,384)

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Pathwise confidence bands; Mixed-integer optimization

7.

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.