portrait photo

Stefan Voigt

Stefan Voigt M.Sc.
Telephone:
+43 1 31336 6320
Email:
About me:
My research interests include high-frequency econometrics, blockchain and cryptocurrencies, and market microstructure. Further, I am working on issues related to Bayesian Portfolio optimization.
Contact information and photo taken from and editable at WU Directory.

CV

No curriculum entries found.

Researcher Identifier

Awards and Honors

2019
Lykke Research Grant

Classifications

Expertise

    No expertises found.

Activities

No activities found.

Publications

Journal article

2019 Hautsch, Nikolaus, Voigt, Stefan. 2019. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. Journal of Econometrics. 212 (1), 221-240. (Details)

Paper presented at an academic conference or symposium

2020 Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2020. Trust Takes Time: Limits to Arbitrage in Blockchain-Based Markets. Western Finance Association (WFA) Annual Conference, San Francisco, Vereinigte Staaten/USA, 19.06.-22.06. (Details)
2019 Voigt, Stefan. 2019. Arbitrage, Liquidity and Price Informativeness. Seminar Northwestern University, Evanston, Vereinigte Staaten/USA, 24.10. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Vienna Congress on Mathematical Finance (VCMF), Wien, Österreich, 09.09.-11.09. Invited Talk (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. International Conference on Fintech & Financial Data Science, Dublin, Irland, 03.09.-05.09. Invited Talk (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Fourth International Workshop in Financial Econometrics, Maceió, Brasilien, 06.10.-08.10. Invited Talk (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Fourth Vienna Workshop on High-Dimensional Time Series, Wien, Österreich, 16.05.-17.05. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Market Microstructure and High Frequency Data, Chicago, Vereinigte Staaten/USA, 02.05.-04.05. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Perm Winter School '19, Perm, Russische Föderation, 31.01.2019-01.02.2019. Invited Talk (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Third SAFE Market Microstructure Conference, Frankfurt, Deutschland, 19.08.-20.08. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Twelfth Annual SoFiE Conference, Shanghai, China, 11.06.-14.06. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Second Toronto FinTech Conference , Toronto, Kanada, 14.03.-15.03. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Financial Intermediation Research Society (FIRS) Conference, Savannah, Vereinigte Staaten/USA, 28.05.-30.05. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2019. Limits to Arbitrage in Markets with Stochastic Settlement Latency. European Finance Association (EFA) Annual Meeting, Lissabon, Portugal, 21.08.-24.08. (Details)
2018 Hautsch, Nikolaus, Voigt, Stefan. 2018. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. 1st International Workshop on \New Frontiers in Financial Markets, Madrid, Spanien, 16.03.2018-18.03.2018. Invited Talk (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2018. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. 4th annual conference of the International Association for Applied Econometrics, Saporro, Japan, 26.06.2017-30.06.2017. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. 1st International Conference on Data Science in Finance with R (DSF-R), Wien, Österreich, 13.09.-14.09. Invited Talk (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Conference on Computational and Financial Econometrics (CFE), Pisa, Italien, 10.12.2018-12.12.2018. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Finance Days, Graz, Österreich, 10.12.2018-10.12.2018. Invited Talk (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Seminar, Graz, Österreich, 06.11.2018-06.11.2018. Invited Talk (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Cunef Research Seminar, Madrid, Spanien, 29.11.-29.11. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Research Seminar, Heidelberg, Deutschland, 14.11.-15.11. Invited Talk (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. 4th Konstanz-Lancaster Workshop on Finance and Econometrics, Konstanz, Deutschland, 30.07.-31.07. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Quantitative Finance and Financial Econometrics (QFFE), Marseille, Frankreich, 30.05.-01.06. (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. Frontiers in High-Frequency Financial Econometrics (HFFE), Pisa, Italien, 28.09.-29.09. Invited Talk (Details)
  Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. 2018 Crypto Valley Conference on Blockchain Technology, Zug, Schweiz, 20.06.-22.06. (Details)
2017 Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. 3rd Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Vienna, Österreich, 08.06.2017-09.06.2017. (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. VIECO, Vienna, Österreich, 09.03.2017-11.03.2017. (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. Conference on Big Data in Predictive Dynamic Econometric Modeling, Pennsylvania, Vereinigte Staaten/USA, 18.05.2017. Invited Talk (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. 11th International Conference on Computational and Financial Econometrics, London, Großbritannien, 16.12.2017-18.12.2017. (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. 10th annual SoFiE conference, New York, Vereinigte Staaten/USA, 21.06.2017-23.06.2017. (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. tochastic Dynamical Models in Mathematical Finance, Econometrics, and Actuarial Sciences, Lausanne, Schweiz, 29.05.2017-02.06.2017. Invited Talk (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. 70th European Meeting of the Econometric Society, Lisbon, Portugal, 21.08.2017-25.08.2017. (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. Twenty-First Annual FMA European Conference, Lisbon, Portugal, 22.06.2017-23.06.2017. (Details)
  Hautsch, Nikolaus, Voigt, Stefan. 2017. Large-Scale Portfolio Allocation Under Transaction Costs and Model Uncertainty. Annual Conference 2017 of the German Economic Association, Vienna, Vienna, Österreich, 03.09.2017-06.09.2017. (Details)

Working/discussion paper, preprint

2018 Hautsch, Nikolaus, Scheuch, Christoph, Voigt, Stefan. 2018. Limits to Arbitrage in Markets with Stochastic Settlement Latency. (Details)

Projects

  • No projects found.