Minghui Chen, CFA
Contact
Arcisstrasse 21
80333 Munich
Room: 3513
E-Mail: minghui.chen(at)tum.de
Research Interests
- Asset Pricing
- Behavioral Finance
Machine Learning
Publications
Model complexity and the performance of global versus regional models, with Matthias X. Hanauer, and Tobias Kalsbach, Economics Letters 257, 2025.
Working Papers
- Systematic Abnormal Return Variation and Global Market Inefficiencies, with Vitor Azevedo, Christoph Kaserer, and Sebastian Müller.
- Design Choices, Machine Learning, and the Cross-section of Stock Returns, with Matthias X. Hanauer, and Tobias Kalsbach.
- Analyst vs. Machine Learning in Implied Cost of Capital Estimations.
- Beyond Broad Market Benchmarks: Text-Based Matching for Private Equity Performance Evaluation, with Reiner Braun, and Yichun Dong
Office Hours
- By appointment