Research Summary

My research is primarily in quantitative investment management. 

Most of my research is proprietary and is not reflected in the publications listed below. The main objective is to combine machine learning methods with a wide range of data to make useful forecasts for returns, risk, liquidity, and related quantities. Depending on the application, the forecast horizons range from minutes to months. I also spend time on optimization problems for portfolio construction and trading. 

In parallel, I produce non-proprietary research that I and my co-authors share via publications. Of course, my earlier work focused on academic research and publications. This published subset of my research is listed below. 

For up-to-date PDF copies of my publications, please look at the Versor Investments Athenaeum.

Refereed Publications

Non-Refereed Publications

Unpublished Papers

Ludger Hentschel, Versor Investments, 1120 Avenue of the Americas, 15Fl, New York, NY 10036

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