Dominik Walter

Vienna Graduate School of Finance (VGSF)

PhD Student

Welthandelsplatz 1

Vienna, 1020

Austria

SCHOLARLY PAPERS

2

DOWNLOADS

564

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Non-Standard Errors in Portfolio Sorts

Number of pages: 67 Posted: 25 Jul 2022
Dominik Walter, RĂ¼diger Weber and Patrick Weiss
Vienna Graduate School of Finance (VGSF), WU Vienna and Reykjavik University
Downloads 330 (139,281)

Abstract:

Loading...

Non-standard errors, portfolio sorts, data mining, p-hacking, risk factors, anomalies

2.

Is There An Equity Duration Premium?

Number of pages: 71 Posted: 13 Jul 2022 Last Revised: 02 Aug 2022
Dominik Walter and RĂ¼diger Weber
Vienna Graduate School of Finance (VGSF) and WU Vienna
Downloads 234 (197,653)

Abstract:

Loading...

Equity duration, cash flow timing, term structure of equity, cross-section of expected returns