Display:
15 publications

Academic Articles

2025

MÖRKE, M., N. KÄFER, T. WIEST

Option Factor Momentum

JFQA JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

Academic Articles

2025

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

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

JFQA JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

Academic Articles

2023

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

Option Return Predictability with Machine Learning and Big Data

REVIEW OF FINANCIAL STUDIES, 36 (9), 3548-3602

Academic Articles

2023

MÖRKE, M., M. AMMANN

Credit variance risk premiums

EUROPEAN FINANCIAL MANAGEMENT, 29, 1304-1335

Academic Articles

2023

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

Commodity tail risks

JOURNAL OF FUTURES MARKETS, 43, 168-197

Research and expertise

Field of Expertise
Empirical Asset Pricing
Derivatives Markets
Machine Learning
Return Predictability

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