Tizian Otto, M.Sc.

Foto: Tizian Otto
Wissenschaftlicher Mitarbeiter
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Publikationen/Arbeitspapiere
Predictability and the Cross-Section of Expected Returns: Evidence from the European Stock Market, 2019, with Wolfgang Drobetz (University of Hamburg), Rebekka Haller (M.M. Warburg & Co), and Christian Jasperneite (M.M. Warburg & Co) – Journal of Asset Management, 20(7)
Empirical Asset Pricing via Machine Learning: Evidence from the European Stock Market, 2021, with Wolfgang Drobetz (University of Hamburg) – Journal of Asset Management, 21(7), lead article
Forecasting Market Crashes via Machine Learning: Evidence from European Stock Markets, 2022, with Hubert Dichtl (University of Hamburg) and Wolfgang Drobetz (University of Hamburg)
Estimating Stock Market Betas via Machine Learning, 2022, with Wolfgang Drobetz (University of Hamburg), Fabian Hollstein (Saarland University), and Marcel Prokopczuk (Leibniz University Hannover)
Predicting Corporate Bond Liquidity via Machine Learning, 2022, with Axel Cabrol (TOBAM), Wolfgang Drobetz (University of Hamburg), and Tatjana Puhan (University of Mannheim, TOBAM)