Research Interests

Asset Pricing, Financial Economics, Machine Learning Applications in Finance.


Working Papers

  • Transfer Learning in International Equity Markets (with M. Pelger)
    • Seminar presentation: Stanford University (2026)
  • How Much Sustainability is Really in Stock Prices? (with E. Lütkebohmert-Holz, M. Pelger e M. Rockel)
    • Conference presentation: INFORMS Annual Meeting 2024, Sustainability Data Science Conference 2025 (Stanford)
    • Conference poster: AI in Fintech Forum 2024 (Stanford), Stanford Data Science Conference 2025, Women in Data-Driven Discovery 2025 (Stanford)
    • Seminar presentation: Stanford University (2022, 2023), Robeco (2025)