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Professor Sandra Nolte

Personal Chair, Head of Department

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  1. Forthcoming

    Why do equally weighted portfolios beat value-weighted ones?

    Swade, A., Nolte, S., Shackleton, M. & Lohre, H., 16/11/2022, (Accepted/In press) Portfolio Management Research.

    Research output: Working paper

  2. Published

    Why do equally weighted portfolios beat value-weighted ones?

    Swade, A., Nolte, S., Shackleton, M. & Lohre, H., 31/03/2023, In: Journal of Portfolio Management. 49, 5, p. 167-187 21 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. Published

    What determines forecasters’ forecasting errors?

    Nolte, I., Nolte, S. & Pohlmeier, W., 01/2019, In: International Journal of Forecasting. 35, 1, p. 11-24 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  4. Published

    Transaction Cost-Optimized Equity Factors Around the World

    Basic, F., Lohre, H., Martin Utrera, A., Nolte, I. & Nolte, S., 1/04/2024, In: Journal of Portfolio Management. 50, 6, p. 40-73

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  5. Published

    To blank or not to blank? A comparison of the effects of disclosure limitation methods on nonlinear regression estimates

    Lechner, S. & Pohlmeier, W., 31/12/2004, International Workshop on Privacy in Statistical Databases: PSD 2004: Privacy in Statistical Databases . Domingo-Ferrer, J. & Torra, V. (eds.). Berlin: Springer-Verlag, p. 187-200 14 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 3050).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  6. Published

    The information content of retail investors' order flow

    Nolte, I. & Nolte, S., 2016, In: European Journal of Finance. 22, 2, p. 80-104 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. Published

    Sell-side analysts' career concerns during banking stresses

    Nolte, I., Nolte, S. & Vasios, M., 12/2014, In: Journal of Banking and Finance. 49, p. 424-441 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Unpublished

    Renewal Based Volatility Estimation

    Li, Y., Nolte, I. & Nolte, S., 12/01/2019, (Unpublished) SSRN Working Paper.

    Research output: Working paper

  9. Published

    Perturbation by multiplicative noise and the Simulation Extrapolation method

    Biewen, E., Nolte, S. & Rosemann, M., 12/2008, In: AStA Advances in Statistical Analysis. 92, 4, p. 375-389 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  10. Published

    Measurement error in nonlinear models: an application to disclosure limitation techniques

    Nolte, S., 2010, Berlin: Lit Verlag. 149 p.

    Research output: Book/Report/Proceedings › Book

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