Tizian Otto

Tizian Otto

Universität Hamburg - Hamburg / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5229793
University of Hamburg
person_outline Tizian Otto's MOST POPULAR ARTICLES
1-) Empirical asset pricing via machine learning: evidence from the European stock marketW Drobetz, T OttoJournal of Asset Management 22 (7), 507-538, 2021382021
2-) Forecasting stock market crashes via machine learningH Dichtl, W Drobetz, T OttoJournal of Financial Stability 65, 101099, 2023172023
3-) Predictability and the cross section of expected returns: evidence from the European stock marketW Drobetz, R Haller, C Jasperneite, T OttoJournal of Asset Management 20, 508-533, 2019142019
4-) Estimating stock market betas via machine learningW Drobetz, F Hollstein, T Otto, M ProkopczukJournal of Financial and Quantitative Analysis, 1-37, 2024
5-) Estimating security betas via machine learningW Drobetz, F Hollstein, T Otto, M ProkopczukAvailable at SSRN, 2021