Tom Oskar Karl Zeissler

Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

SCHOLARLY PAPERS

4

DOWNLOADS

17

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

On the Relevance of Variances and Correlations for Multi-Factor Investors

Number of pages: 79 Posted: 30 Nov 2023 Last Revised: 19 Apr 2024
Tom Oskar Karl Zeissler
Vienna University of Economics and Business
Downloads 17 (1,012,752)

Abstract:

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multi-factor investing, risk-return tradeoff / forecasting, variances, correlations, multi-asset, state variables, predictors, volatility-managed portfolios

2.

Charakteristika vs. Carry - Outperformance in Devisenmärkten

Junior Management Science 4 (2):265-304. https://doi.org/10.5282/jums/v4i2pp265-304.
Posted: 06 Dec 2022
Tom Oskar Karl Zeissler
Vienna University of Economics and Business

Abstract:

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currency investing; portfolio allocation; parametric portfolio

3.

Forecasting Long-Horizon Factor Volatility

The Journal of Beta Investment Strategies 13 (4):54-106. https://doi.org/10.3905/jbis.2022.1.017.
Posted: 10 May 2022 Last Revised: 17 Nov 2023
Tom Oskar Karl Zeissler
Vienna University of Economics and Business

Abstract:

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return volatility, volatility forecasting, factor investing, multi-asset, state variables, predictors, risk management, out-of-sample

4.

Time-Varying Factor Allocation

The Journal of Portfolio Management (forthcoming)
Posted: 20 Sep 2021 Last Revised: 11 Dec 2023
Stefan Vincenz and Tom Oskar Karl Zeissler
Vienna University of Economics and Business and Vienna University of Economics and Business

Abstract:

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factor investing, factor allocation, factor timing, factor tilting, multi-asset, return predictability, market indicators, macroeconomic indicators, asset management