Christian Koeppel

University of St. Gallen

Langgasse 1

St. Gallen, 9008

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS

1,318

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Sentiment Risk Premia in the Cross-Section of Global Equity

University of St.Gallen, School of Finance Research Paper No. 2019/13
Number of pages: 71 Posted: 28 May 2020 Last Revised: 02 Oct 2020
Roland Füss, Massimo Guidolin and Christian Koeppel
Swiss Finance Institute, Bocconi University, Dept. of Finance and University of St. Gallen
Downloads 673 (72,289)

Abstract:

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Asset pricing, behavioral finance, financial markets, investor sentiment, sentiment risk premium

2.

Does Social Media Sentiment Matter in the Pricing of U.S. Stocks?

Number of pages: 60 Posted: 03 Feb 2021
Christian Koeppel
University of St. Gallen
Downloads 554 (92,427)

Abstract:

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Asset pricing, behavioral finance, financial markets, investor sentiment, sentiment risk premium, GMM

3.

An Averaging Framework for Minimum-Variance Portfolios: Optimal Rules for Combining Portfolio Weights

Swiss Finance Institute Research Paper No. 24-10
Number of pages: 66 Posted: 02 Feb 2024 Last Revised: 13 Apr 2024
Roland Füss, Thorsten Glück, Christian Koeppel and Felix Miebs
Swiss Finance Institute, Wiesbaden Business School, University of St. Gallen and University of Applied Sciences Cologne
Downloads 91 (513,539)

Abstract:

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Averaging; diversification; estimation error; portfolio optimization; shrinkage.

4.

Diversifying Estimation Errors: An Efficient Averaging Rule for Portfolio Optimization

University of St.Gallen, School of Finance Research Paper No.2021/05
Posted: 11 Feb 2021 Last Revised: 09 Sep 2023
Roland Füss, Christian Koeppel, Felix Miebs and Thorsten Glück
Swiss Finance Institute, University of St. Gallen, University of Applied Sciences Cologne and Wiesbaden Business School

Abstract:

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Averaging; diversification; estimation error; portfolio optimization; shrinkage