| 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 | 29 | 2021 |
| How can machine learning advance quantitative asset management? D Blitz, T Hoogteijling, H Lohre, P Messow The Journal of Portfolio Management 49 (9), 78-95, 2023 | 9 | 2023 |
| The Term Structure of Machine Learning Alpha D Blitz, MX Hanauer, T Hoogteijling, C Howard The Journal of Financial Data Science, 2023 | 6* | 2023 |
| Carbon-tax-adjusted value D Blitz, T Hoogteijling The Journal of Portfolio Management 48 (5), 121-137, 2022 | 3 | 2022 |
| Forecasting bond risk premia using stationary yield factors T Hoogteijling, M Martens, M van der Wel Available at SSRN 3824896, 2021 | 3 | 2021 |
| Bond Risk Premiums with Machine Learning (vol 34, pg 1046, 2021) D Bianchi, M Buchner, T Hoogteijling, A Tamoni Review of Financial Studies 34 (2), 1090-1103, 2021 | 1 | 2021 |
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