Research

Tree-based conditional portfolio sorts: The relation between past and future stock returns,
(former title: Deep conditional portfolio sorts: The relation between past and future stock returns)
with Tom Zimmermann,

The Relation between Stock Market Risk and Return
with Stefan Mittnik,

  • Chapter 2 of my PhD Thesis: Link

Modern Asset Management
with Christian Maschner and Martin Schmitz

Applications of Textual Analysis and Machine Learning in Asset Pricing
My 2018 Phd Thesis and the Slides from my Defense

  • 2020 – „Advancement Award for Artificial Intelligence in the Financial Sector“ of Plexus Investments

Applied Research

Interview with Linda Kreitzman from University of Berkeley – November 2020

Factor of the month: Momentum – March 2021

Factor of the month: Free Cash Flow – April 2021

Factor of the month: Value – May 2021

Factor of the month: Traditional factor strategies – June 2021

Factor of the month: Momentum Europa vs US – July 2021

Factor of the month: Low Volatility – August 2021

Factor of the month: Small Caps with high Momentum – September 2021

Factor of the month: Tangible Common Equity to Market Cap – October 2021

Factor of the month: ESG as a source of alpha – November 2021