Projects and Working Papers
 | Concentration Risk with Lasse H. Pedersen |
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Improved Volatility Prediction and Targeting for Equity Markets
with Robert F. Engle, Olivier Ledoit and Michael Wolf
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 | Dynamic Asset Allocation with Reinforcement Learning
with Simon Broda and Patrick Walker
SSRN download here |
.png/picture-200?_=19474f85b88) | AI Shrinkage with Viacheslav Buchkov and Urban Ulrych |
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Heterogeneous Predictability in Asset Pricing
with Simon Hediger, Bryan Kelly and Markus Leippold
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