Rasmus Lönn

Erasmus University Rotterdam (EUR) - Department of Econometrics

P.O. Box 1738

3000 DR Rotterdam

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

1,353

TOTAL CITATIONS

4

Scholarly Papers (3)

1.

Volatility forecasting for low-volatility investing

Number of pages: 54 Posted: 01 Aug 2022 Last Revised: 30 Nov 2023
Christian Conrad, Onno Kleen and Rasmus Lönn
Heidelberg University - Alfred Weber Institute for Economics, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 1,149 (38,913)

Abstract:

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Factor investing, low-volatility allocations, volatility forecasts

2.

Empirical Asset Pricing With Many Test Assets

Number of pages: 55 Posted: 28 Nov 2018 Last Revised: 29 Dec 2023
Rasmus Lönn and Peter C. Schotman
Erasmus University Rotterdam (EUR) - Department of Econometrics and Maastricht University - Department of Finance
Downloads 204 (305,757)
Citation 4

Abstract:

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Boosting, Asset Pricing Tests, Hansen-Jagannathan Distance

3.

Spanning the Achievable Stochastic Discount Factor with Asset Pricing Trees

Number of pages: 46
Erasmus University Rotterdam, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 0

Abstract:

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