|[This author has chosen not to make the email address public]|
(99%) Finance Group Amsterdam, Netherlands
Faculteit Economie en Bedrijfskunde
Universiteit van Amsterdam
RePEc:edi:fguvanl (more details at EDIRC)
(1%) Tinbergen InstituutAmsterdam, Netherlands
RePEc:edi:tinbenl (more details at EDIRC)
Research outputJump to: Working papers
- Kent Daniel & Alexander Klos & Simon Rottke, 2018. "Overconfidence, Information Diffusion, and Mispricing Persistence," NBER Working Papers 25346, National Bureau of Economic Research, Inc.
- 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.
- 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).
- Klos, Alexander & Rottke, Simon, 2013. "Saving and Consumption When Children Move Out," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79786, Verein für Socialpolitik / German Economic Association.
CitationsMany 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.
- 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.
- 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.
- Chernov, Mikhail & Lochstoer, Lars & Lundeby, Stig, 2018. "Conditional dynamics and the multi-horizon risk-return trade-off," CEPR Discussion Papers 13365, C.E.P.R. Discussion Papers.
- 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.
- Yukun Liu & Aleh Tsyvinski & Xi Wu, 2019. "Common Risk Factors in Cryptocurrency," NBER Working Papers 25882, National Bureau of Economic Research, Inc.
- 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).
- 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.
- Tengfei Zhang, 2020. "Manager Uncertainty and Cross-Sectional Stock Returns," 2020 Papers pzh934, Job Market Papers.
- 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.
- 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.
More informationResearch fields, statistics, top rankings, if available.
Access and download statistics for all items
NEP FieldsNEP 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.
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Simon Rottke should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.