Joshua Traut

University of St. Gallen

Swiss Institute of Banking and Finance

Unterer Graben 21

St.Gallen, St. Gallen 9000

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

668

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Asset Pricing, Financial Markets, and International Finance  ”

Scholarly Papers (2)

1.

Which is Worse: Heavy Tails or Volatility Clusters?

Swiss Finance Institute Research Paper 23-61, Winner of the Swiss Finance Institute Best Paper Doctoral Award 2023
Number of pages: 69 Posted: 17 Apr 2023 Last Revised: 15 Aug 2023
Joshua Traut and Wolfgang Schadner
University of St. Gallen and Liechtenstein Business School
Downloads 443 (123,121)

Abstract:

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Financial Stability, Tail Risk, Autocorrelation, Volatility Clustering, Heavy Tails, Risk Management

2.

What We Know About the Low-Risk Anomaly – A Literature Review

Financial Markets and Portfolio Management, 2023, 37 (3), 297–324
Number of pages: 34 Posted: 19 Jul 2022 Last Revised: 18 Aug 2023
Joshua Traut
University of St. Gallen
Downloads 225 (252,167)

Abstract:

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Factor Investing, Asset Pricing, Style Investing, Low-Risk, Defensive, Equity