RESEARCH

Working Papers

Cost of Capital: A Bayesian Approach

Single authored (2026) — Job Market Paper

Working Paper

View on SSRN

Certify First: Evaluating Expected-Return Proxies

Single authored (2026)

Working Paper

Draft available upon request

A Meta-Method to Improve Implied Cost of Capital Metrics

with C. Homburg, L. Rothe, & R. Schick (2026)

Working Paper

Other Publications

What induces Changes in Beliefs? And to what Extent are Beliefs and Actions aligned? An Out-of-sample-test with Financial Professionals and Students

Master's Thesis (Radboud University Nijmegen)

Radboud Repository

Code Repositories

Repository Image

Cost of Capital: A Bayesian Approach

Code and data pipelines to replicate the Bayesian framework for recovering expected returns.

GitHub Repository