Stefan Vincenz

Vienna University of Economics and Business

Welthandelsplatz 1

Vienna, Wien 1020

Austria

ZZ Vermögensverwaltung GmbH

SCHOLARLY PAPERS

2

DOWNLOADS

420

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Intangible Value: An International Perspective

Number of pages: 50 Posted: 01 Feb 2023
Stefan Vincenz
Vienna University of Economics and Business
Downloads 420 (131,893)

Abstract:

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intangible assets, value factor, book value mismeasurement, risk-premium

2.

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