Factor models, machine learning, and asset pricing
Stefano Giglio, Bryan Kelly, and Dacheng Xiu
| Year of publication: |
2022
|
|---|---|
| Authors: | Giglio, Stefano ; Kelly, Bryan T. ; Xiu, Dacheng |
| Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1375, ZDB-ID 2516758-3. - Vol. 14.2022, p. 337-368
|
| Subject: | asset pricing | machine learning | factor models | stochastic discount factor | risk premium | Faktorenanalyse | Factor analysis | Künstliche Intelligenz | Artificial intelligence | CAPM | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Kapitalmarkttheorie | Financial economics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1146/annurev-financial-101521-104735 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013461140