Research

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Review of Financial Studies, September 2023, Vol. 36 (9)

SSRN Version | Presentation on YouTube | Feature on AlphaArchitect | Feature on LexTechInstitute

presented at CFA Society Germany Webinar Series, 14th Annual Hedge Fund Conference at Imperial College, SFI Research Days 2022, VHB Annual Meeting 2022, Virtual Derivatives Workshop PhD-Session 2021, BVI-CFR Workshop 2021, Morgan Stanley, Goldman Sachs, Hull Tactical Asset Allocation, Georgetown University, University of Liechtenstein, University of Fribourg

> Working Papers

Fortune.com article

presented at 6th Conference on Nontraditional Data, Machine Learning, and Natural Language Processing in Macroeconomics, INQUIRE UK Autumn Seminar 2024, FMA Annual Meeting 2024, CICF 2024, Generative AI in Finance Symposium (Duisburg, 2024), Research in Behavioral Finance Conference 2024, Generative AI in Finance Workshop (Dresden, 2024), FMA Asia/Pacific 2024, IBEFA Summer Meeting 2024, 16th Annual Imperial College London Hedge Fund Conference, Wolfe Research Global NLP and Machine Learning in Investment Management Conference 2024, FMA Europe 2024, Shanghai Jiaotong University, Tsinghua University, University of Calgary, University of Münster, Washington University in St. Louis, Xi’an Jiaotong-Liverpool University, Xiamen University, York University, Zhejiang University, PanAgora Asset Management, Santander


presented at Paris December Finance Meeting 2024, FMA Annual Meeting 2024, Q Group Spring Seminar 2024, Annual Meeting of the Swiss Finance Association 2024, INQUIRE Autumn Seminar 2023 in Hampshire, Esade Spring Workshop 2023, 3rd Annual Bristol Financial Markets Conference, Fidelity Investments, Robeco, University of Basel, University of Cologne, University of Hannover, University of Muenster


presented at Annual Meeting of the German Finance Association 2024, FMA Europe 2024


Feature on AlphaArchitect

presented at the EFA 2024, INQUIRE Europe/UK Joint Spring 2024, FMA Consortium on Asset Management 2024, 7th Annual Global Quantitative and Macro Investment Conference by Wolfe Research, FMA 2023, Hong Kong Conference for Fintech, Ai and Big Data in Business, Annual Meeting of the German Finance Association 2023, Qube RT Academy, Hunan University, Hunan Normal University, Jiangxi University of Finance and Economics, Nanjing University, Renmin University of China, Tongji University, Tsinghua University, University of Muenster, Washington University in St. Louis, Xian Jiaotong University


Bloomberg article | feature by ft | wealthmanagement.com article | bonus.com article

presented at FMA/Cboe Conference on Derivatives and Volatility 2024, FMA Annual Meeting 2024, FMA Europe 2024, 2nd Structured Retail Products and Derivatives Conference, Frontiers of Factor Investing Conference 2024, MFA Annual Meeting 2024, IFABS 2023 in Oxford, Annual Meeting of the German Finance Association 2023, University of Muenster, Morgan Stanley


presented at the FMA Annual Meeting 2024, 16th Annual Conference of the Behavioural Finance Working Group, Annual Meeting of the German Finance Association 2023, University of Muenster, PanAgora Asset Management


presented at Research in Behavioral Finance Conference 2024, Helsinki Finance Summit 2024 (Poster), CICF 2023, FMA Europe 2023, 5th Conference on Behavioral Research in Finance, 5th Bamberg Behavioral Macroeconomics Workshop, Applied Young Economist Webinar 2023, 2023 Financial Markets and Corporate Governance Conference, University of Muenster


Feature on AlphaArchitect

presented at the Conference on Emerging Technologies in Accounting and Financial Economics 2023, 5th Asset Pricing Conference by LTI@UniTo, Paris December Finance Meeting 2022, NFA PhD Session 2022, Frontiers of Factor Investing 2022, IFABS 2022, International Conference on Economic Modeling and Data Science 2022, VfS Annual Meeting 2022 on Big Data in Economics, Annual Meeting of the German Statistical Society 2022, EEA/ESEM 2022, Hofstra Financial Regulations & Technology Conference 2022, Economics of Financial Technology Conference, Edinburgh 2022, Goethe University Frankfurt


Feature on AlphaArchitect

presented at the 2023 Financial Markets and Corporate Governance Conference, 14th Annual Hedge Fund Research Conference Dauphine in Paris (Poster), Annual Meeting of the Academy of Behavioral Finance & Economics 2022, Annual Meeting of the German Finance Association 2021


Presentation on YouTube | Financial Times Article | Feature on AlphaArchitect

presented at Canadian Derivatives Institute Conference 2022, WFA 2022, SoFiE Annual Meeting, SFS Cavalcade 2022, Société Générale 2022, Fidelity 2022, Hofstra Financial Regulations & Technology Conference 2022, MFA 2022, 12th Annual Hedge Fund Research Conference, Goldman Sachs STS 2021, AFFI 2021, EFMA 2021, SAFE Microstructure Conference 2021, NFA 2021, FMA 2021, Bank of America Merrill Lynch 2021, Morgan Stanley 2021, FMA Conference on Volatility and Derivatives 2021 Chicago


Presentation on YouTube

presented at the EFA Annual Meeting 2022, AEA 2021 Poster Session, AFA 2020 Poster Session,  Canadian Derivatives Institute Conference 2020, Paris December Meeting 2020, SoFiE Shanghai Summer School 2019, Annual Meeting of the German Finance Association 2019, Econometric Society Winter Meeting 2019