• Global Business Networks (with Sebastian Müller), Journal of Financial Economics (2025). 

We generate historical business descriptions with LLMs and construct a time-varying global business network using embedding models. 

• Automated Stock Picking using Random Forests , Journal of Empirical Finance (2023).

I apply a machine learning model to technical indicators to calculate the outperformance probability of stocks.

• Text Is All You Need: Asset Pricing Without Returns (Link)

• Machine Learning the Impact of Climate Change on Firms Worldwide (Link)

with Gerard Hoberg and Sebastian Müller

• Macroeconomic reports and the cross-section of industry returns (Link)

with Sebastian Müller and Garvin Kruthof

• Machine Learning the Performance of Mutual Funds on a Global Scale (Link)

with Manuel Mazidi, Sebastian Müller and Florian Weigert

Six years of teaching experience since 2020. Selected courses include: 

• Investment and Financial Management 

• Digital Finance

• Advanced Seminar in Finance and Accounting 

• Best Dissertation Award

TUM Management Alumni e.V., 2026

• Best Dissertation Award

Friends of TUM Association, 2025

• Six Best Paper Award

Swiss society for financial market research, 2026

• John A. Doukas Doctoral Best Paper Award

Text is All You Need: Beta Estimation Using Aggregated Cluster Embeddings, European Financial Management Association, 2025