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,

• Best Paper Award at the Annual Meeting 2015 of the German Finance Association (Deutsche Gesellschaft für Finanzwirtschaft)
• Cited in an article on the examination of the research process and principles underlying successful models used in quantitative equity strategies.
  Cerniglia, J. A., Fabozzi, F. J., & Kolm, P. N. (2016). Best Practices in Research for Quantitative Equity Strategies. The Journal of Portfolio Management, 42(5), 135-143.
• Cited in an article on applying machine learning to economics.
  Mullainathan, Sendhil, and Jann Spiess. (2017). Machine Learning: An Applied Econometric Approach. Journal of Economic Perspectives, 31(2), 87-106.

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