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Mathis Mörke
Mathis Mörke
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Option Return Predictability with Machine Learning and Big Data
TG Bali, H Beckmeyer, M Moerke, F Weigert
Available at SSRN 3895984, 2021
112021
The Role of Leveraged ETFs and Option Market Imbalances on End-of-Day Price Dynamics
A Barbon, A Buraschi, H Beckmeyer, MRW Mörke
SoF-HSG, 2021
32021
Credit Variance Risk Premiums
M Ammann, M Moerke
European Financial Management, 2022
22022
Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices
A Barbon, H Beckmeyer, A Buraschi, M Moerke
Swiss Finance Institute Research Paper, 2021
12021
Commodity Tail Risks
M Ammann, M Moerke, M Prokopczuk, C Wuersig
Journal of Futures Markets, forthcoming, 2022
2022
Campbell R. Harvey, Ashwin Ramachandran, Joey Santoro: DeFi and the Future of Finance
M Mörke
Financial Markets and Portfolio Management, 1-3, 2022
2022
Marcos López de Prado: Advances in financial machine learning
M Mörke
Financial Markets and Portfolio Management 33 (4), 491-493, 2019
2019
Andrew W. Lo: Adaptive markets: financial evolution at the speed of thought
M Mörke
Financial Markets and Portfolio Management 32 (4), 437-439, 2018
2018
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