| Bond risk premia with machine learning D Bianchi, M Büchner, A Tamoni Review of Financial Studies, 2020 | 393* | 2020 |
| A factor model for option returns M Büchner, B Kelly Journal of Financial Economics 143 (3), 1140-1161, 2022 | 48 | 2022 |
| Corrigendum: Bond risk premiums with machine learning D Bianchi, M Büchner, T Hoogteijling, A Tamoni The Review of Financial Studies 34 (2), 1090-1103, 2021 | 27 | 2021 |
| What matters when? time-varying sparsity in expected returns D Bianchi, M Büchner, A Tamoni Time-Varying Sparsity in Expected Returns (August 17, 2019). WBS Finance …, 2019 | 6 | 2019 |
| Predictability of order imbalance, market quality and equity cost of capital D Bianchi, M Büchner, R Kozhan WBS Finance Group Research Paper, 2019 | 2 | 2019 |
| A Study of Multivariate Techniques for Continuum Suppression M Büchner Bachelor thesis, Karlsruhe Institute of Technology, 2014 | 2 | 2014 |
| What Drives Asset Holdings? Commonality in Investor Demand M Büchner Commonality in Investor Demand (November 19, 2020), 2020 | 1 | 2020 |
| Essays in empirical asset pricing with machine learning M Büchner University of Warwick, 2020 | | 2020 |
| Monte Carlo Valuation of Multi-Callable Options: Lower & Upper Bound Algorithms M Büchner Master Thesis, University College London, Department of Mathematics, 2016 | | 2016 |
