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Mathis Moerke

Personal Details

First Name:Mathis
Middle Name:
Last Name:Moerke
RePEc Short-ID:pmo1128
[This author has chosen not to make the email address public]


Schweizerisches Institut für Banken und Finanzen (SBF)
School of Finance
Universität St. Gallen

Sankt Gallen, Switzerland
RePEc:edi:sbfsgch (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Turan G. Bali & Bryan T. Kelly & Mathis Mörke & Jamil Rahman, 2023. "Machine Forecast Disagreement," NBER Working Papers 31583, National Bureau of Economic Research, Inc.
  2. Manuel Ammann & Mathis Mörke, 2019. "Credit Variance Risk Premiums," Working Papers on Finance 1908, University of St. Gallen, School of Finance.


  1. Mathis Mörke, 2019. "Marcos López de Prado: Advances in financial machine learning," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(4), pages 491-493, December.
  2. Mathis Mörke, 2018. "Andrew W. Lo: Adaptive markets: financial evolution at the speed of thought," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(4), pages 437-439, November.

More information

Research fields, statistics, top rankings, if available.


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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BIG: Big Data (1) 2023-09-18. Author is listed
  2. NEP-CMP: Computational Economics (1) 2023-09-18. Author is listed
  3. NEP-FMK: Financial Markets (1) 2019-12-02. Author is listed
  4. NEP-ORE: Operations Research (1) 2019-12-02. Author is listed
  5. NEP-RMG: Risk Management (1) 2019-12-02. Author is listed


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