Tizian Otto

Education:

2022 – present: Postdoc in Finance* @ Yale SOM, advised by Bryan Kelly

2023 (Mar-May): Research Visit* @ Harvard University, hosted by Luis Viceira

2018 – 2022: Ph.D. in Finance, University of Hamburg (summa cum laude), advised by Wolfgang Drobetz**

2022 (April-Jul): Research Visit* @ Stanford University, hosted by Markus Pelger**

2022 (Jan-April): Research Visit* @ UCLA, hosted by Mikhail Chernov

2020 (Jan-Jun): Research Visit* @ NYU, hosted by Yakov Amihud

2016 – 2018: M.Sc. in Business Administration (focus on  finance and business management), University of Hamburg (year's top 1%)

2012 – 2016: B.Sc. in Business Administration (focus on  financial real estate), University of Regensburg (year's top 1%)

*     Funded through different research grants
**  Member of dissertation committee

Working Papers (selected):

Forecasting Corporate Bond Liquidity via Machine Learning (2023), with Axel Cabrol, Wolfgang Drobetz, and Tatjana Puhan
Financial Analyst Journal (R&R)

Estimating Stock Market Betas via Machine Learning (2022), with Wolfgang Drobetz, Fabian Hollstein, and Marcel Prokopczuk
Journal of Financial and Quantitative Analysis (forthcoming)

Publications (selected):

Forecasting Stock Market Crashes via Machine Learning (2023), with Hubert Dichtl and Wolfgang Drobetz
Journal of Financial Stability, 65, 101099

Empirical Asset Pricing via Machine Learning: Evidence From the European Stock Market (2021), with Wolfgang Drobetz
Journal of Asset Management, 22(7), 507–538, lead article

Other contributions (selected):

Reproducibility in Management Science (2023), with Miloš Fišar, Ben Greiner, Christoph Huber, Elena Katok, Ali Ozkes, and Management Science Reproducibility Collaboration (as a Member of the MSRC)
Management Science (forthcoming)

Conference/Seminar Presentations (selected):

2023: Annual Meeting (Midwest Finance Association, Chicago), Quant Finance Seminar (Bloomberg, New York)

2022: Quant Finance Seminar (Northwestern University), CDAR Seminar (UC Berkeley)

2021: IFABS Conference (University of Oxford), Brownbag Seminar (University of Mannheim)

Classes TA'ed (selected):

M.Sc. level: Asset Management, Investment Banking and Capital Markets, Entrepreneurial Finance

B.Sc. level: International Finance, Investment and Financing