"Nonstandard Errors" (2024), with Albert Menkveld and 342 co-authors, Journal of Finance, 79(3): 1715-2393. (view)
"A Review on ESG Investing: Investors' Expectations, Beliefs and Perceptions" (2024), with Roman Kräussl and Tobi Oladiran, Journal of Economic Surveys, 38: 476–502. (view)
"The Evolving Beta-Liquidity Relationship of Hedge Funds" (2017), with Arjen Siegmann, Journal of Empirical Finance, 44: 286-303. (view)
"The European Sovereign Debt Crisis: What Have We Learned?" (2016), with Roman Kräussl and Thorsten Lehnert, Journal of Empirical Finance, 38 (A): 363-373. (view)
"Dynamic Hedging and Extreme Asset Co-Movements" (2015), with Redouane Elkamhi, Review of Financial Studies, 28(3): 743-790. (view)
"Is ESG a Sideshow? ESG Perceptions, Investment, and Firms' Financing Decisions" (2024), with Roman Kräussl and Josh Rauh. (view)
Upcoming presentations at the Conference on Sustainable Finance (May 23, 2024, Paris), 7th Annual GRASFI Conference - Singapore Management University (September 2-4, 2024, Singapore), Exeter Sustainable Finance Conference – Exeter Business School (September 19-20, 2024, Exeter)
"The Costs of Being Sustainable" (2024), with Emanuele Chini and Roman Kräussl. (view)
Upcoming presentations at the Conference on Sustainable Finance (May 23, 2024, Paris), Quantitative Finance and Financial Econometrics conference (June 6-7, 2024, Marseille), Behavioral Finance Working Group conference (June 6-7, 2024, London), EFMA (June 26-29, 2024, Lisbon), Adam Smith Sustainability Conference (August 29, 2024, Edinburgh), International Conference in Finance, Accounting and Banking (September 6-8, 2024, Southampton).
"Hedge Fund Strategy Experimentation and Clustering" (2024) with Arjen Siegmann and Marcin Zamojski. (view)
An earlier version of the paper was circulated under the title "Hedge Fund Innovation".
"ESG as Protection Against Downside Risk" (2024), with Roman Kräussl and Tobi Oladiran. (view)
Best paper award, VP Bank AG, Liechtenstein Workshop of Sustainable Finance, 2023
"Closed-End Funds and Discount Control Mechanisms" (2023), with Roman Kräussl and Joshua Pollet. (view)
"Where to Hide in Bad Times: Or Should One Still Diversify Internationally?" (2017), with Redouane Elkamhi. (view)
"Stock Market Asymmetries: A Copula Diffusion Model" (2011), Duisenberg School of Finance - Tinbergen Institute Discussion Paper TI 12-125/DSF 45/IV (view)