Maximilian Stroh

Quoniam Asset Management

Head of Research, Managing Director

Westhafen Tower

Westhafenplatz 1

Frankfurt am Main, 60327

Germany

http://www.quoniam.com

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 30,040

SSRN RANKINGS

Top 30,040

in Total Papers Downloads

2,955

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

The Promises and Pitfalls of Machine Learning for Predicting Stock Returns

Number of pages: 41 Posted: 27 Mar 2020 Last Revised: 31 Mar 2021
Invesco, Robeco Quantitative Investments, Invesco, Invesco and Quoniam Asset Management
Downloads 2,703 (8,708)
Citation 8

Abstract:

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Machine Learning, Data Science, Interpretable Machine Learning, Return Prediction, Cross-Section of Stock Returns, Gradient Boosting, Factor Investing

2.

Back to the Future: The Role of Forward-looking Climate Metrics in Decarbonization Portfolios

Number of pages: 36 Posted: 17 Jun 2022 Last Revised: 05 Aug 2022
Jieyan Fang-Klingler, Maximilian Stroh and Frederik Wisser
Quoniam Asset Management GmbH, Quoniam Asset Management and Quoniam Asset Management GmbH
Downloads 252 (208,318)

Abstract:

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Carbon Emissions, Climate Change, Climate Targets, Decarbonization, ESG, Green Patents

3.

Managing Liquidity of Emerging Markets Corporate Debt

Forthcoming in Journal of Fixed Income (Summer 2023)
Posted: 25 Jan 2023 Last Revised: 18 Mar 2023
Desislava Vladimirova, Dirk Schiereck and Maximilian Stroh
Quoniam Asset Management GmbH, Technical University of Darmstadt and Quoniam Asset Management

Abstract:

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bond liquidity, emerging markets, trading volume, bid-ask spread