Marcel Prokopczuk

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

ORCID: 0000-0003-4886-2729

Leibniz University, Hannover School of Economics and Management

Publications

• Estimating Stock Market Betas via Machine Learning — Journal of Financial and Quantitative Analysis 2025
• Managing the Market Portfolio — Management Science 2023
• The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas — Management Science 2020
• Historical Antisemitism, Ethnic Specialization, and Financial Development — The Review of Economic Studies 2019
• Estimating Beta — Journal of Financial and Quantitative Analysis 2016