5/08/2026 Machine Learning & Artificial Intelligence Agentic AI for Financial Applications: A Comprehensive Survey Language models have given rise to agentic AI. This paper analyses the full agentic stack together with its financial applications and risks.
16/10/2017 Asset Pricing & Behavioural Finance Understanding the Momentum Risk Premium Momentum risk premium is one of the most important alternative risk premia. Since it is considered a market anomaly, it is not always well understood....
20/09/2017 Portfolio Allocation Portfolio optimisation in an uncertain world Mean-variance efficient portfolios are optimal as Modern Portfolio Theory alleges, only if risk were foreseeable, that is under the hypothesis that price...
1/06/2017 Machine Learning & Artificial Intelligence Parameter Learning, Sequential Model Selection, and Bond Ret... Parameter Learning, Sequential Model Selection, and Bond Return Predictability
19/05/2017 Portfolio Allocation Factor Investing: The Rocky Road from Long-Only to Long-Shor... This paper examines how restrictions on short positions affect the financial attractiveness of factor investing.
12/04/2017 Asset Pricing & Behavioural Finance Alternative Risk Premia: What Do We Know? The concept of alternative risk premia is an extension of the factor investing approach.
1/01/2017 Asset Pricing & Behavioural Finance Introducing gender in finance education in a European Busine... Introducing gender in finance education in a European Business School: lessons, recommendations and challenges