Viktoria-Sophie Wendt

BlackRock, Inc - London

Drapers Gardens

12 Throgmorton Ave

London, EC2N 2DL

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 38,065

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Top 38,065

in Total Papers Downloads

1,917

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Investing in Gold - Market Timing or Buy-and-Hold?

Number of pages: 33 Posted: 17 Jul 2018 Last Revised: 15 Nov 2018
Dirk G. Baur, Hubert Dichtl, Wolfgang Drobetz and Viktoria-Sophie Wendt
University of Western Australia - Business School, dichtl research & consulting GmbH, University of Hamburg and BlackRock, Inc - London
Downloads 1,031 (32,383)

Abstract:

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gold; market efficiency; investment strategies; monthly seasonalities; fundamental factors; technical indicators; superior predictive ability test

2.

Data Snooping in Equity Premium Prediction

Number of pages: 49 Posted: 22 May 2017 Last Revised: 11 Dec 2019
Hubert Dichtl, Wolfgang Drobetz, Andreas Neuhierl and Viktoria-Sophie Wendt
dichtl research & consulting GmbH, University of Hamburg, Washington University in St. Louis - John M. Olin Business School and BlackRock, Inc - London
Downloads 445 (96,329)
Citation 3

Abstract:

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Equity risk premium prediction, data snooping bias

3.

Factor-Based Allocation: Is There a Superior Strategy?

Number of pages: 49 Posted: 24 Apr 2019
Hubert Dichtl, Wolfgang Drobetz and Viktoria-Sophie Wendt
dichtl research & consulting GmbH, University of Hamburg and BlackRock, Inc - London
Downloads 441 (97,349)

Abstract:

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factor-based allocation, multiple testing

4.

Climate Alpha with Predictors also Improving Firm Efficiency

Climate Alpha with Predictors Also Improving Company Efficiency Joshua Kazdin, Katharina Schwaiger, Viktoria-Sophie Wendt, Andrew Ang The Journal of Impact and ESG Investing Nov 2021, 2 (2) 35-56; DOI: 10.3905/jesg.2021.1.030
Posted: 16 Aug 2021 Last Revised: 13 Jan 2022
Joshua Kazdin, Katharina Schwaiger, Viktoria-Sophie Wendt and Andrew Ang
BlackRock, Inc - San Francisco, BlackRock, Inc, BlackRock, Inc - London and BlackRock, Inc

Abstract:

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