Hubert Dichtl - Publications, H-index & Citations

Hubert Dichtl

university of hamburg

13H指数

38论文数

516被引数

收录论文 8

发表时间

Forecasting Stock Market Crashes via Machine Learning

JOURNAL OF FINANCIAL STABILITY

IF4.2

2023-04-01

PREAI

Dichtl, Hubert; Drobetz, Wolfgang; Otto, Tizian

Data snooping in equity premium prediction

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2021-01-01

PREAI

Dichtl, Hubert; Drobetz, Wolfgang; Neuhierl, Andreas; Wendt, Viktoria-Sophie

Investing in gold - Market timing or buy-and-hold?

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2020-10-01

PREAI

Baur, Dirk G.; Dichtl, Hubert; Drobetz, Wolfgang; Wendt, Viktoria-Sophie

Forecasting excess returns of the gold market: Can we learn from stock market predictions?

JOURNAL OF COMMODITY MARKETS

IF4.5

2020-09-01

PREAI

Dichtl, Hubert

Optimal Timing and Tilting of Equity Factors

FINANCIAL ANALYSTS JOURNAL

IF2.2

2019-09-15

PREAI

Dichtl, Hubert; Drobetz, Wolfgang; Lohre, Harald; Rother, Carsten; Vosskamp, Patrick

Sell in May and Go Away: Still good advice for investors?

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2015-03-01

PREAI

Dichtl, Hubert; Drobetz, Wolfgang

Are stock markets really so inefficient? The case of the Halloween Indicator

FINANCE RESEARCH LETTERS

IF6.9

2014-06-01

PREAI

Dichtl, Hubert; Drobetz, Wolfgang

Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products 投资组合保险与前景理论投资者: 保本理财产品的流行与优化设计

JOURNAL OF BANKING & FINANCE

IF3.8

2011-07-01

PREAI

Dichtl, Hubert; Drobetz, Wolfgang

研究方向