Research
Exploring a variety of topics in my interest
5
PAPER_05Planned
The Geopolitical Risk Premium in Equity Markets
Investigating modern information arbitrage and tail-risk sentiment through the lens of institutional finance and predictive analytics
4
PAPER_04In Progress
Crash Classification: Sentiment vs. Fundamentals
Distinguishing Transitory from Structural Market Crashes via Multimodal Fusion
3
PAPER_03In Progress
Sentiment in the Tails: Distinguishing Different Types of Stock Market Crashes
Investigating modern information arbitrage and tail-risk sentiment through the lens of institutional finance and predictive analytics
2
PAPER_02In Progress
ESGemini: Can LLMs Outpace the Market, Allowing for Information Arbitrage?
Investigating modern information arbitrage and tail-risk sentiment through the lens of institutional finance and predictive analytics
1
PAPER_01 (MASTER THESIS)Published
The Impact of Liquidity on ESG and SRI Performance: Empirical Evidence from European Equities
Schmidt, Luca Johann. Universidade NOVA de Lisboa (Portugal) ProQuest Dissertations & Theses, 2024. 32016789
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