Concepedia

Florian Weigert

FW

Statistics

Publications

16

Citations

944

H-Index

14

Active since

2007

Affiliations

University of Neuchâtel(Current)

University of St.Gallen

University of Mannheim

University of Cologne

Georgia State University

Florian Weigert is an author at University of Neuchâtel specializing in business, management, and financial economics.

Top concepts

BusinessFinanceManagementFinancial EconomicsAsset PricingAccountingEmpirical FinanceTail RiskFinancial RiskCorporate Risk Management

Publications per year

2007–2024

16

Publications

16

Crash sensitivity and the cross section of expected stock returns

Fousseni Chabi-Yo, Stefan Ruenzi, Florian Weigert · MADOC (University of Mannheim) · 2018 · 174 citations

Empirical Finance, Financial Economics, Asset Pricing +15

Option Return Predictability with Machine Learning and Big Data

Turan G. Bali, Heiner Beckmeyer, Mathis Mörke et al. · Review of Financial Studies · 2023 · 170 citations

Empirical Finance, Machine Learning, Internet Appendix +23

Tail risk in hedge funds: A unique view from portfolio holdings

Vikas Agarwal, Stefan Ruenzi, Florian Weigert · Journal of Financial Economics · 2017 · 166 citations · Full text

Portfolio Optimization, Financial Economics, Asset Pricing +10

An empirical analysis of multivariate copula models

Matthias Fischer, Christian Köck, Stephan Schlüter et al. · Quantitative Finance · 2009 · 151 citations · Full text

Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings

Vikas Agarwal, Stefan Ruenzi, Florian Weigert · SSRN Electronic Journal · 2015 · 45 citations · Full text

Portfolio Optimization, Financial Economics, Asset Pricing +10

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