Florian Mair

Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

Quintik Capital GmbH

Jesuitensteig 3

Vienna, 1230

Austria

SCHOLARLY PAPERS

3

DOWNLOADS

1,309

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Understanding Volatility-Managed Portfolios

Number of pages: 43 Posted: 26 Jun 2020 Last Revised: 23 Apr 2021
Georg Cejnek and Florian Mair
ZZ Vermögensverwaltung GmbH and Vienna University of Economics and Business
Downloads 845 (52,297)

Abstract:

Loading...

volatility management, cash-flow news, discount rate news, market timing, portfolio management, investment strategies, risk-neutral variance, SVIX

2.

Analyst Forecasts and Currency Markets

Number of pages: 41 Posted: 21 Feb 2021 Last Revised: 04 Jun 2021
Florian Mair
Vienna University of Economics and Business
Downloads 297 (183,889)

Abstract:

Loading...

analyst forecasts, exchange rates, rationality, currency portfolios, investment strategies

3.

What Flows Around Comes Around: Mean Reversion and Portfolio Flows

Number of pages: 43 Posted: 25 Apr 2019 Last Revised: 19 Jun 2019
Florian Mair and Alexander Thoma
Vienna University of Economics and Business and University of Zurich - Department of Banking and Finance
Downloads 167 (318,946)

Abstract:

Loading...

Currency value, real effective exchange rates, purchasing power parity, currency returns, forward premium puzzle, uncovered interest rate parity, portfolio flows, balance of payments