| Nonstandard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... The Journal of Finance 79 (3), 2339-2390, 2024 | 72 | 2024 |
| Testing out-of-sample portfolio performance E Kazak, W Pohlmeier International Journal of Forecasting 35 (2), 540-554, 2019 | 21 | 2019 |
| Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores P Heiler, E Kazak Journal of Econometrics 222 (2), 1083-1108, 2021 | 18 | 2021 |
| Bagged pretested portfolio selection E Kazak, W Pohlmeier Journal of Business & Economic Statistics 41 (4), 1116-1131, 2022 | 6 | 2022 |
| The use of Active Learning systems for stimulus selection and response modelling in perception experiments M Einfeldt, R Sevastjanova, K Zahner-Ritter, E Kazak, B Braun Computer Speech & Language 83, 101537, 2024 | 2 | 2024 |
| Direct Portfolio Weight Estimator: Mitigating Specification Risk with Realized Utility E Kazak, Y Li, I Nolte, S Nolte Direct Portfolio Weight Estimator: Mitigating Specification Risk with …, 2022 | 1 | 2022 |
| Reliable estimates of interpretable cue effects with Active Learning in psycholinguistic research M Einfeldt, R Sevastjanova, K Zahner-Ritter, E Kazak, B Braun | 1 | 2021 |
| Can We Give the Maximum Sharpe Ratio Portfolio a Chance? W Pohlmeier, E Kazak Advanced Statistical Methods in Process Monitoring, Finance, and …, 2024 | | 2024 |
| Non-Standard Errors E Kazak, A Kolokolov, L Mu, L Rognone, KR Schenk-Hoppé, S Zhang Journal of Finance, 2023 | | 2023 |
| Three Essays on Robust Inference in Economics and Finance E Kazak | | 2019 |
