Loading [MathJax]/extensions/tex2jax.js

Prof. Dr. Jantje Sönksen

Institute of Econometrics and Data Science - Professor, Executive Director

Latest publications

Published
Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia
Research output: Contribution to journal › Article › Research › peer review
Published
Nonstandard Errors
Research output: Contribution to journal › Article › Research › peer review
Testing the Conditional CAPM using Cross-sectional Regressions: A Multi-task Learning Approach
Research output: Working paper/Preprint › Working paper/Discussion paper

Latest activities

Boston University (BU)
Activity: Visiting an external institution › Visiting an external academic institution

Latest projects

Econometric Analysis of Intermediary Asset Pricing Models: Advancement of Methodologies and Resolution of Empirical Issues (sub-project B02 of the Research Unit 5230: Financial Markets and Frictions - An Intermediary Asset Pricing Approach)
Project: Research