Stefan Voigt

Stefan Voigt

Tenure Track Assistant Professor


Publication year:
  1. 2024
  2. Accepted/In press

    Building Trust takes Time: Limits to Arbirage for Blockchain-Based Assets

    Voigt, Stefan, Hautsch, N. & Scheuch, C., 2024, (Accepted/In press) Review of Finance, 55 p.

    Research output: Working paperPreprintResearch

  3. Accepted/In press

    Non-Standard Errors

    Voigt, Stefan & Menkveld et al., A., 2024, (Accepted/In press) In: The Journal of Finance.

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Accepted/In press

    Tidy Finance with Python

    Voigt, Stefan, Scheuch, C., Weiss, P. & Frey, C., 2024, (Accepted/In press) Taylor & Francis. 272 p.

    Research output: Book/ReportBookResearchpeer-review

  5. 2023
  6. Published

    Integrating Factor Models

    Voigt, Stefan, Avramov, D., Metzker, L. & Cheng, S., 2023, In: The Journal of Finance. 78, 3, p. 1593-1646

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    Tidy Finance with R

    Voigt, Stefan, Scheuch, C. & Weiss, P., 2023, Taylor & Francis. 268 p.

    Research output: Book/ReportBookResearchpeer-review

  8. 2019
  9. Large-scale portfolio allocation under transaction costs and model uncertainty

    Hautsch, N. & Voigt, Stefan, Sep 2019, In: Journal of Econometrics. 212, 1, p. 221-240 20 p.

    Research output: Contribution to journalJournal articleResearchpeer-review

ID: 245407725