Markus Pelger

10 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-7111-3588

Stanford University, Department of Management Science & Engineering and NBER

Publications

• Forest through the Trees: Building Cross-Sections of Stock Returns — The Journal of Finance 2025
• Missing Financial Data — The Review of Financial Studies 2025
• Deep Learning in Asset Pricing — Management Science 2024
• Machine-learning the skill of mutual fund managers — Journal of Financial Economics 2023
• Factors That Fit the Time Series and Cross-Section of Stock Returns — The Review of Financial Studies 2020
• Understanding Systematic Risk: A High-Frequency Approach — The Journal of Finance 2020
• Contingent Capital, Tail Risk, and Debt-Induced Collapse — The Review of Financial Studies 2017
• Shrinking the Term Structure — Review of Finance
• Deep Learning Statistical Arbitrage — Management Science
• Stripping the Discount Curve—A Robust Machine Learning Approach — Management Science