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Simon Rottke

Personal Details

First Name:Simon
Middle Name:
Last Name:Rottke
RePEc Short-ID:pro831
[This author has chosen not to make the email address public]


(99%) Finance Group
Faculteit Economie en Bedrijfskunde
Universiteit van Amsterdam

Amsterdam, Netherlands
RePEc:edi:fguvanl (more details at EDIRC)

(1%) Tinbergen Instituut

Amsterdam, Netherlands
RePEc:edi:tinbenl (more details at EDIRC)

Research output

Jump to: Working papers

Working papers

  1. Kent Daniel & Alexander Klos & Simon Rottke, 2018. "Overconfidence, Information Diffusion, and Mispricing Persistence," NBER Working Papers 25346, National Bureau of Economic Research, Inc.
  2. Kent Daniel & Lira Mota & Simon Rottke & Tano Santos, 2017. "The Cross-Section of Risk and Return," NBER Working Papers 24164, National Bureau of Economic Research, Inc.
  3. Simon Rottke & Alexander Klos, 2013. "Savings and Consumption When Children Move Out," SOEPpapers on Multidisciplinary Panel Data Research 621, DIW Berlin, The German Socio-Economic Panel (SOEP).


Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kent Daniel & Lira Mota & Simon Rottke & Tano Santos, 2017. "The Cross-Section of Risk and Return," NBER Working Papers 24164, National Bureau of Economic Research, Inc.

    Cited by:

    1. Mikhail Chernov & Lars A. Lochstoer & Stig R. H. Lundeby, 2018. "Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off," NBER Working Papers 25361, National Bureau of Economic Research, Inc.
    2. Andrei, Daniel & Cujean, Julien & Fournier, Mathieu, 2019. "The Low-Minus-High Portfolio and the Factor Zoo," CEPR Discussion Papers 14153, C.E.P.R. Discussion Papers.
    3. Yukun Liu & Aleh Tsyvinski & Xi Wu, 2019. "Common Risk Factors in Cryptocurrency," NBER Working Papers 25882, National Bureau of Economic Research, Inc.
    4. Lambert, Marie & Fays, Boris & Hübner, Georges, 2020. "Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods," Journal of Banking & Finance, Elsevier, vol. 114(C).
    5. Favero, Carlo A. & Melone, Alessandro, 2020. "Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models," CEPR Discussion Papers 14417, C.E.P.R. Discussion Papers.
    6. Tengfei Zhang, 2020. "Manager Uncertainty and Cross-Sectional Stock Returns," 2020 Papers pzh934, Job Market Papers.
    7. I-Cheng Yeh & Yi-Cheng Liu, 2020. "Discovering optimal weights in weighted-scoring stock-picking models: a mixture design approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-28, December.

More information

Research fields, statistics, top rankings, if available.


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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (1) 2018-01-15. Author is listed
  2. NEP-RMG: Risk Management (1) 2018-01-15. Author is listed


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