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Stefan Voigt's user avatar
Stefan Voigt's user avatar
Stefan Voigt's user avatar
Stefan Voigt
  • Member for 8 years, 4 months
  • Last seen more than a week ago
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33
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About

Assistant Professor of Finance, University of Copenhagen

Author of "Tidy Finance with R" (tidy-finance.org)

Topics: Bayesian Methods in Asset Pricing, Portfolio Optimization, R, DeFi

More on my research: https://www.voigtstefan.me/

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Top posts
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All Questions Answers
Score Newest
question
18
What is the problem with empirical priors?
Jun 14, 2015
question
9
Stationary vs Stability
Nov 3, 2015
question
8
Bayesian regression with singular $(X'X)$ - Is the posterior well-defined?
Oct 21, 2015
question
7
Distribution of sum of independent exponentials with random number of summands
Feb 22, 2019
question
6
Posterior of the linear regression model with g-Prior
Oct 22, 2015
question
6
How to perform a sensitivity analysis in Bayesian statistics?
Oct 24, 2015
question
5
Distribution of $X'X$ if $X\in\mathbb{R}^{T \times N}$ and $X_i'\sim N(\mu,\sigma^2I_N)$
May 29, 2015
question
5
Multivariate Bayesian Testing with an F-test
Oct 23, 2015
question
5
Issues with Importance sampling for flat prior
Nov 25, 2015
question
5
Ratio of Gamma distributed variables with different parameters
Jul 14, 2016
Top network posts
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12
Why is volatility said to be persistent?
12
Trolls in Norway
7
Maximum Certainty Equivalent Portfolio with Transaction Costs
7
Why should long-term investors care about flash crashes/ intra-daily volatility/HFT?
7
Is there a way to get airline prices from the past?

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