David Puelz

University of Texas at Austin - McCombs School of Business

Austin, TX 78712

United States

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

8

DOWNLOADS

1,504

TOTAL CITATIONS

16

Scholarly Papers (8)

1.

Portfolio Selection for Individual Passive Investing

Number of pages: 41 Posted: 05 Jul 2017 Last Revised: 30 Jul 2019
University of Texas at Austin - McCombs School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - McCombs School of Business
Downloads 298 (204,045)

Abstract:

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Bayesian methods, dynamic portfolio selection, decision theory, model selection

2.

Variable Selection in Seemingly Unrelated Regressions with Random Predictors

Bayesian Analysis, Volume 12, Number 4 (2017), 969-989. https://projecteuclid.org/euclid.ba/1488855633
Number of pages: 21 Posted: 29 May 2016 Last Revised: 15 Oct 2018
University of Texas at Austin - McCombs School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - McCombs School of Business
Downloads 269 (226,612)
Citation 2

Abstract:

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3.

Monotonic Effects of Characteristics on Returns

Number of pages: 33 Posted: 01 Aug 2018 Last Revised: 08 Apr 2020
Jared Fisher, David Puelz and Carlos M. Carvalho
Brigham Young University, Department of Statistics, University of Texas at Austin - McCombs School of Business and University of Texas at Austin - McCombs School of Business
Downloads 249 (244,770)
Citation 3

Abstract:

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Cross Section of Returns, posterior summarization, Bayesian modeling

4.

Sparse Mean-Variance Portfolios: A Penalized Utility Approach

Number of pages: 24 Posted: 10 Feb 2016 Last Revised: 27 Dec 2016
University of Texas at Austin - McCombs School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - McCombs School of Business
Downloads 245 (248,784)
Citation 3

Abstract:

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portfolio optimization, passive investing, mean-variance optimization, decoupling shrinkage and selection

5.

Financial Literacy and Perceived Economic Outcomes

Number of pages: 33 Posted: 03 Jan 2019 Last Revised: 26 May 2022
David Puelz and Robert Puelz
University of Texas at Austin - McCombs School of Business and Southern Methodist University (SMU) - Real Estate, Insurance, & Business Law Department
Downloads 191 (314,532)
Citation 1

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Financial Literacy, Economic Outcomes, Treatment Effect Estimation

6.

Regularization and Confounding in Linear Regression for Treatment Effect Estimation

Bayesian Analysis Volume 13, Number 1 (2018), 163-182. https://projecteuclid.org/euclid.ba/1484103680
Number of pages: 20 Posted: 08 Feb 2016 Last Revised: 15 Oct 2018
Arizona State University (ASU) - School of Mathematical and Statistical Sciences, University of Texas at Austin - McCombs School of Business, City University of Hong Kong (CityU) and University of Texas at Austin - McCombs School of Business
Downloads 110 (492,655)
Citation 7

Abstract:

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linear regression, regularization, treatment effect estimation, shrinkage

7.

Financial Literacy and Financial Well-being

Number of pages: 27 Posted: 18 Sep 2024
David Puelz, Robert Puelz and Myeongrok Doh
University of Texas at Austin - McCombs School of Business, Southern Methodist University (SMU) - SMU Cox School of Business and New York University (NYU) - Department of Finance
Downloads 93 (556,509)

Abstract:

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Financial literacy, Financial well-being, Regularization, Bayesian, Causal inference, Regression trees

8.

The Disutility of SEIR Model Forecasts During the COVID-19 Pandemic

Number of pages: 18 Posted: 09 Oct 2023 Last Revised: 17 Jan 2024
University of Texas at Austin - McCombs School of Business, University of Texas at Austin - McCombs School of Business, University of Texas at Austin - McCombs School of Business and University of Texas at Austin - McCombs School of Business
Downloads 49 (768,560)

Abstract:

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Compartmental models, SEIR models, COVID-19