David Puelz

Published Papers:

  1. David Puelz, P. Richard Hahn, Carlos M. Carvalho (2017). Variable Selection in Seemingly Unrelated Regressions with Random Predictors. Bayesian Analysis.
  2. P. Richard Hahn, Carlos M. Carvalho, David Puelz, Jingyu He (2017). Regularization and Confounding in Linear Regression for Treatment Effect Estimation. Bayesian Analysis.

Working Papers:

  1. David Puelz, P. Richard Hahn, Carlos M. Carvalho (2017). Regret-based Selection for Sparse Dynamic Portfolios. Submitted.
  2. David Puelz, Carlos M. Carvalho, P. Richard Hahn (2015). Optimal ETF Selection for Passive Investing. Working paper.

Talks:

  1. Regret-based Selection. Washington University in St. Louis. Seminar on Bayesian Inference in Econometrics and Statistics. St. Louis, MO (2017).
  2. Penalized Utility Estimators in Finance. The Wharton School, University of Pennsylvania. Seminar on Bayesian Inference in Econometrics and Statistics. Philadelphia, PA (2016).
  3. Decoupling Shrinkage and Selection in Finance. Goldman Sachs. New York, NY (2016).
  4. The ETF Tangency Portfolio. Washington University in St. Louis. Seminar on Bayesian Inference in Econometrics and Statistics. St. Louis, MO (2015).
  5. Betting Against β: A State-space Approach. UT McCombs. Austin, TX (2014).

Teaching:

  1. Machine Learning in Finance. Quantitative Investing Strategies. Spring 2016.
  2. Beauty and Teaching. Pedagogy. Spring 2016.
  3. Mean-variance Portfolios. Quantitative Investing Strategies. Spring 2016.
  4. Betting Against β and The CAPM. Quantitative Investing Strategies. Spring 2015.

Simulations:

  1. Forward-Filtered Stock β's.