Dr. Sebastian Vollmer

Business & Management Studies B.Sc

Dr. Sebastian Vollmer is Professor for Business Studies at UE in Hamburg and lectures in the study programs Business Management Studies and Business & Taxes Dual. Before joining UE he worked many years as a researcher and lecturer in the academic sector at the University of Southern Denmark and Europe University of Flensburg. Dr. Vollmer’s expertise comprises Finance, Accounting & Audit as well as Quantitative Methods and Data Science in Business Management. In the past years, his research in the area of company valuation focused on parameter assessment with capital market data. For many years, Dr. Vollmer worked as an associated partner for audit and consulting firms. He provided professional expertise, especially in data based audits for German DAX30-listed clients. Dr. Vollmer is also head of the consulting firm, RLytix, which offers quantitative analysis to businesses and auditing firms. His recent professional expertise covers sample audits and sample designing for companies’ business information management.

Portfolio

Ist die Marktrisikoprämie in Deutschland zeitstabil?

Journal


Wir wollen uns im Folgenden nun der Frage widmen, in wie weit für die Schätzung aktueller Marktrisikoprämien historische Zeitreihen als Grundlage geeignet
sind und ob von Stationarität der historischen Zeitreihen ausgegangen werden
kann. Hierzu skizzieren wir kurz einige empirische Untersuchungen, bevor wir
für Deutschland eine empirische Analyse der zugrundeliegenden Zeitreihen vornehmen.

€ 20.00

Buy me

Published by Working Paper Series, Europa Univerität Flensburg
2017, German
10 pages

Find publication here: https://www.uni-flensburg.de/fileadmin/content/institute/iim/dokumente/forschung/discussion-papers/26-hh-marktrisikopraemie-deutschland-zeitstabil.pdf