Frederik Simon, M.Sc.
Your contact person for the module:
- SM Finance I - Corporate Finance (Bachelor)
Research interests:
- Applied Econometrics
- Machine Learning
- Portfolio Theory
Working Papers:
- Earnings Forecast Accuracy and Implied Cost of Capital Portfolio Returns
- Deep Parametric Portfolio Policies (with Sebastian Weibels and Tom Zimmermann) (Reject & Resubmit Management Science)
- Interpretive Earnings Forecasts via Machine Learning: A High-Dimensional Financial Statement Data Approach (with Dieter Hess and Sebastian Weibels)