Mathis Moerke

发表的论文4 篇，按出版时间

1. 1
   Machine Forecast DisagreementReview of Financial Studies20264
2. 2
   A Bayesian Stochastic Discount Factor for the Cross-Section of Individual Equity OptionsJournal of Financial and Quantitative Analysis20252
3. 3
   Option Factor MomentumJournal of Financial and Quantitative Analysis20257
4. 4
   Option Return Predictability with Machine Learning and Big DataReview of Financial Studies2023205