Factor Models, Machine Learning, and Asset Pricing
Year of publication: |
2022
|
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Authors: | Giglio, Stefano ; Kelly, Bryan T. ; Xiu, Dacheng |
Publisher: |
[S.l.] : SSRN |
Subject: | Künstliche Intelligenz | Artificial intelligence | CAPM | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Faktorenanalyse | Factor analysis | Volatilität | Volatility | Theorie | Theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Annual Review of Financial Economics, Vol. 14, pp. 337-368, 2022 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2022 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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