- Machine Learning in Financial Economics: An Investment Perspective
- PhD-Thesis, since September 2020
With increasing computing power, advanced algorithms and growing data resources, machine learning methods are increasingly applied in various scientific domains. Deviating from other research fields, ... more ...
Barroso, P., Reichenecker, J.-A., & Menichetti, M. (2021). Hedging with an Edge: Parametric Currency Overlay. Management Science, 68(1), 669-689. (ABDC_2022: A*; ABS_2021: 4*; VHB_3: A+; FT_50_2016: yes)
moreBarroso, P., Boons, M., & Karehnke, P. (2021). Time-varying state vaiable risk premia in the ICAPM. Journal of Financial Economics, 139(2), 428-451. (ABDC_2022: A*; ABS_2021: 4*; VHB_3: A+; FT_50_2016: yes)
moreBarroso, P., & Detzel, A. (2021). Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios? Journal of Financial Economics, 140(3), 744-767. (ABDC_2022: A*; ABS_2021: 4*; VHB_3: A+; FT_50_2016: yes)
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