Machine Learning Portfolio Choice under Parameter Uncertainty
With Xiaoyu Zheng. Working paper.
Machine Learning
Weak Signals, Small Bets: A Portfolio Perspective on Firm Characteristics
With Pedro H. M. Venturi. Working paper. REAG Investimentos Best Articles Award, XXV Brazilian Finance Meeting at INSPER.
Bond Risk Premiums with Machine Learning
With Andrea Tamoni and Matthias Büchner. The Review of Financial Studies, 2021, Vol. 34, No. 2, 1046–1089. INVESCO Best Paper Award, FMA 2019.