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Dr. Fabian Hollstein

Institut für Finanzmarkttheorie
Leibniz Universität Hannover
Königsworther Platz 1
Raum 045 (Gebäude 1501)
30167 Hannover


Tel. +49 511 762 5421
Fax +49 511 762 8167

E-Mail
hollsteinfmt.uni-hannover.de

Sprechstunde: nach Vereinbarung

Publikationen

7.F. Hollstein, M. Prokopczuk, & C. Wese Simen: The Conditional CAPM Revisited: Evidence from High-Frequency Betas
Management Science, forthcoming (Link)
6.F. Hollstein, M. Prokopczuk, & C. Wese Simen: Estimating Beta: Forecast Adjustments and the Impact of Stock Characteristics for a Broad Cross-Section
Journal of Financial Markets, forthcoming (Link)
5.F. Hollstein, M. Prokopczuk, B. Tharann, & C. Wese Simen: Predicting the Equity Market with Option-Implied Variables
European Journal of Finance, forthcoming (Link)
4.F. Hollstein, M. Prokopczuk, & C. Wese Simen: The Term-Structure of Systematic and Idiosyncratic Risk
Journal of Futures Markets (2019), Vol. 39(4), pp. 435–460 (Link)
3.F. Hollstein, D.B.B. Nguyen, M. Prokopczuk, & C. Wese Simen: International Tail Risk and World Fear
Journal of International Money and Finance (2019), Vol. 93, pp. 244–259 (Link)
2.F. Hollstein & M. Prokopczuk: How Aggregate Volatility-of-Volatility Affects Stock Returns
Review of Asset Pricing Studies (2018), Vol. 8(2), pp. 253–292 (Link)

1.

F. Hollstein & M. Prokopczuk: Estimating Beta
Journal of Financial and Quantitative Analysis (2016), Vol. 51(4), pp. 1437–1466 (Link)

Working Paper

Auszug auf unserer Working Paper Hauptseite.

Konferenz-Präsentationen

2018

German Finance Association (DGF), Trier
Swiss Society for Financial Market Research (SGF), Zürich
Commodity and Energy Markets Association (CEMA), Rom
Society for Financial Econometrics (SoFiE), Lugano*
French Finance Association (AFFI), Paris*
Finance Forum, Santander*
International Conference of Computational and Financial Econometrics (CFE), Pisa*
Financial Econometrics Conference: Market Microstructure, Limit Order Books and Derivatives Markets, Lancaster*
Financial Data Science and Econometrics Workshop, Loughborough*

2017

German Finance Association (DGF), Ulm
Swiss Society for Financial Market Research (SGF), Zürich
World Finance Conference, Cagliari
Commodity and Energy Markets Association (CEMA), Oxford*
British Accounting and Finance Association (BAFA), Edinburgh*

2016

German Finance Association (DGF), Bonn
British Accounting and Finance Association (BAFA), Northern Area Group, Loughborough*
Financial Econometrics and Asset Pricing Conference, Lancaster
Financial Management Association (FMA) Europe, Helsinki
Swiss Society for Financial Market Research (SGF), Zürich
Midwest Finance Association (MFA), Atlanta

2015

Eastern Finance Association, New Orleans

2014

German Finance Association (DGF), Doktorandenseminar, Karlsruhe

* Präsentation durch einen Co-Autor

Vita

seit 01/2016PostDoc (Akad. Rat a. Z.), Leibniz Universität Hannover
12/2015Dr. rer. pol. (summa cum laude)
10/2014 – 12/2015Wissenschaftlicher Mitarbeiter, Institut für Finanzmarkttheorie (Prof. Dr. Marcel Prokopczuk), Leibniz Universität Hannover
08/2013 – 09/2014 Wissenschaftlicher Mitarbeiter, Lehrstuhl für Empirische Kapitalmarktforschung und Ökonometrie (Prof. Dr. Marcel Prokopczuk), Zeppelin Universität Friedrichshafen
03/2013    Master of Science
09/2011   Bachelor of Science
10/2008 – 03/2013 Studium der Wirtschaftswissenschaften, mit Schwerpunkt auf Finance und Accounting, Eberhard Karls Universität Tübingen
10/2007 – 06/2008Grundwehrdienst
06/2007 Abitur, Gymnasium Hechingen