Lukas Tilmann

Lukas Tilmann is a graduate student at Ludwig-Maximilians-Universität München, studying toward an M.Sc. in Statistics & Data Science. He holds a B.Sc. in Information Systems from Technische Universität Berlin. His areas of focus include statistical modeling and natural language processing.

Articles by Lukas Tilmann

Original research

The informativeness of risk factor disclosures: estimating the covariance matrix of stock returns using similarity measures

The authors examine 10-K and 10-Q filings for risk factor disclosures and investigate if these disclosures can be used to improve estimations of the covariance matrix of stock returns.

04 Jul 2023