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Feb 14, 2024 · The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation.
The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation. It introduces geometric ...
Randomized Control in Performance Analysis and Empirical Asset Pricing. https://doi.org/10.2139/ssrn.4744249. Journal: SSRN Electronic Journal, 2024.
The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation. Paper
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The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation. Paper
Market effi ciency is the central concept on which Eugene Fama has built his extraordinary career. Fama (1965) introduced the term, and Fama's survey “Effi ...
We perform a comparative analysis of machine learning methods for the canonical problem of empirical asset pricing: measuring asset risk premiums.
Equal compensation across assets for the same risk exposures is a bedrock of asset pricing theory and empirics. Yet real-world frictions can violate this ...
Sep 4, 2022 · The latest development in empirical Asset Pricing is the use of Machine Learning methods to address the problem of the factor zoo.
This thesis develops a methodology for applying modern manifold embedding algorithms to the problem of empirical asset pricing.