Asset pricing and Machine Learning : a critical review
Year of publication: |
2024
|
---|---|
Authors: | Bagnara, Matteo |
Published in: |
Journal of economic surveys. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-6419, ZDB-ID 2006451-2. - Vol. 38.2024, 1, p. 27-56
|
Subject: | empirical Asset Pricing | Machine Learning | risk premium | stochastic discount factor | CAPM | Risikoprämie | Risk premium | Künstliche Intelligenz | Artificial intelligence | Kapitalmarkttheorie | Financial economics | Portfolio-Management | Portfolio selection | Diskontierung | Discounting |
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