Journal Article

2026

MÖRKE, M., T. G. BALI, B. KELLY, J. RAHMAN

Machine Forecast Disagreement

Forthcoming REVIEW OF FINANCIAL STUDIES

Journal Article

2025

MÖRKE, M., N. KÄFER, F. WEIGERT, T. WIEST

A Bayesian Stochastic Discount Factor for the Cross-Section of Individual Equity Options

Forthcoming JFQA JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

Journal Article

2025

MÖRKE, M., N. KÄFER, T. WIEST

Option Factor Momentum

Forthcoming JFQA JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

Journal Article

2023

MÖRKE, M., M. AMMANN, M. PROKOPCZUK, C. WÜRSIG

Commodity tail risks

JOURNAL OF FUTURES MARKETS, 2023, vol. 43, pp. 168-197

Journal Article

2023

MÖRKE, M., M. AMMANN

Credit variance risk premiums

EUROPEAN FINANCIAL MANAGEMENT, 2023, vol. 29, pp. 1304-1335

Journal Article

2023

MÖRKE, M., T. G. BALI, H. BECKMEYER, F. WEIGERT

Option Return Predictability with Machine Learning and Big Data

REVIEW OF FINANCIAL STUDIES, 2023, vol. 36 (9), pp. 3548-3602

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