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Factor Timing with Portfolio Characteristics Nikolaos Vasilas, Anastasios Kagkadis, Ingmar Nolte, Sandra Nolte sciencesconf.org:qffe2022:390977
Testing for Jumps in a Discretely Observed Price Process with Endogenous Sampling Times Yifan Li, Ingmar Nolte, Sandra Nolte, Shifan Yu sciencesconf.org:qffe2022:391055
Direct Portfolio Weight Estimator: Mitigating Specification Risk with Realized Utility Ekaterina Kazak, Yifan Li, Ingmar Nolte, Sandra Nolte sciencesconf.org:qffe2022:395615

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