Empirical Asset Pricing via Machine Learning
Abstract We perform a comparative analysis of machine learning methods for the canonical problem of empirical asset pricing: measuring asset risk premiums. We demonstrate large ...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 1,843
- Institution
- University of Chicago
External Links
Identifiers
- ORCID
- 0000-0002-2250-0861
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.