Details about Stefan Voigt

Access statistics for papers by Stefan Voigt.

Last updated 2024-04-17. Update your information in the RePEc Author Service.

Short-id: pvo316

Working Papers

2023

1. Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets
   Papers, arXiv.org View citations (4)

2021

2. Non-Standard Errors
   Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (6)
   Also in Working Papers, Lund University, Department of Economics (2021)

2018

3. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty
   Papers, arXiv.org
   Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2017)
4. Limits to arbitrage in markets with stochastic settlement latency
   CFS Working Paper Series, Center for Financial Studies (CFS) View citations (3)

Journal Articles

2023

1. Integrating Factor Models
   Journal of Finance, 2023, 78, (3), 1593-1646 View citations (3)