David Puelz

University of Chicago - Booth School of Business

5807 S. Woodlawn Avenue

Chicago, IL 60637

United States

SCHOLARLY PAPERS

6

DOWNLOADS

810

SSRN CITATIONS

3

CROSSREF CITATIONS

6

Scholarly Papers (6)

1.

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 Chicago - Booth School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - Red McCombs School of Business
Downloads 229 (135,848)
Citation 2

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2.

Sparse Mean-Variance Portfolios: A Penalized Utility Approach

Number of pages: 24 Posted: 10 Feb 2016 Last Revised: 27 Dec 2016
University of Chicago - Booth School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - Red McCombs School of Business
Downloads 199 (155,255)
Citation 2

Abstract:

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

3.

Portfolio Selection for Individual Passive Investing

Number of pages: 41 Posted: 05 Jul 2017 Last Revised: 30 Jul 2019
University of Chicago - Booth School of Business, Arizona State University (ASU) - School of Mathematical and Statistical Sciences and University of Texas at Austin - Red McCombs School of Business
Downloads 150 (200,002)
Citation 1

Abstract:

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

4.

Monotonic Effects of Characteristics on Returns

Number of pages: 27 Posted: 01 Aug 2018 Last Revised: 13 Jun 2019
Jared Fisher, David Puelz and Carlos M. Carvalho
University of California, Berkeley, University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Downloads 127 (228,647)
Citation 2

Abstract:

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Cross Section of Returns, posterior summarization, Bayesian modeling, Bayesian econometrics

5.

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 - Red McCombs School of Business, University of Chicago - Booth School of Business - Econometrics and Statistics and University of Chicago - Booth School of Business
Downloads 64 (351,372)
Citation 3

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linear regression, regularization, treatment effect estimation, shrinkage

6.

Financial Literacy and Economic Outcomes

Number of pages: 29 Posted: 03 Jan 2019 Last Revised: 20 Jun 2019
David Puelz and Robert Puelz
University of Chicago - Booth School of Business and Southern Methodist University (SMU) - Real Estate, Insurance, & Business Law Department
Downloads 41 (431,968)
Citation 1

Abstract:

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Financial Literacy, Economic Outcomes, Treatment Effect Estimation, Machine Learning