| Option return predictability with machine learning and big data TG Bali, H Beckmeyer, M Moerke, F Weigert The Review of Financial Studies 36 (9), 3548-3602, 2023 | 75 | 2023 |
| Liquidity Provision to Leveraged ETFs and Equity Options Rebalancing Flows: Evidence from End-of-Day Stock Prices A Barbon, H Beckmeyer, A Buraschi, M Moerke Swiss Finance Institute Research Paper, 2021 | 11* | 2021 |
| Credit Variance Risk Premiums M Ammann, M Moerke European Financial Management, 2022 | 6 | 2022 |
| Machine Forecast Disagreement TG Bali, BT Kelly, M Moerke, JA Rahman Available at SSRN 4537501, 2023 | 3 | 2023 |
| Commodity tail risks M Ammann, M Moerke, M Prokopczuk, CM Würsig Journal of Futures Markets 43 (2), 168-197, 2023 | 3 | 2023 |
| Option Factor Momentum N Käfer, M Mörke, T Wiest SSRN, 2023 | 2 | 2023 |
| Campbell R. Harvey, Ashwin Ramachandran, Joey Santoro: DeFi and the Future of Finance: Wiley, 2021, 187 pages, USD 26.95, approx. EUR 25, ISBN: 978-1-119-83601-8 M Mörke Financial Markets and Portfolio Management 37 (3), 347-349, 2023 | 1 | 2023 |
| A Bayesian SDF for Equity Options N Käfer, M Moerke, F Weigert, T Wiest Available at SSRN, 2024 | | 2024 |
| Marcos López de Prado: Advances in financial machine learning: Wiley, 2018, 400 pp, USD 50.00, approx. EUR 45, ISBN: 978-1-119-48208-6 M Mörke Financial Markets and Portfolio Management 33, 491-493, 2019 | | 2019 |
| Andrew W. Lo: Adaptive markets: financial evolution at the speed of thought: Princeton University Press, 2017, 504 pages, USD 37.50, approx. EUR 31, ISBN: 9780691135144 M Mörke Financial Markets and Portfolio Management 32, 437-439, 2018 | | 2018 |
Heiner BeckmeyerUniversity of MuensterVerified email at wiwi.uni-muenster.de
