Bayesian solutions for the factor zoo : we just ran two quadrillion models
Svetlana Bryzgalova, Jiantao Huang, Christian Julliard
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Bryzgalova, Svetlana ; Huang, Jiantao ; Julliard, Christian |
| Publisher: |
[London] : [LSE Financial Markets Group] |
| Subject: | Cross-sectional asset pricing | factor models | model evaluation | multiple testing | data mining | p-hacking | Bayesian methods | Bayes-Statistik | Bayesian inference | CAPM | Theorie | Theory | Data Mining | Data mining | Faktorenanalyse | Factor analysis |
freely available
| Extent: | 1 Online-Ressource (circa 81 Seiten) Illustrationen |
|---|---|
| Series: | Discussion paper / LSE Financial Markets Group. - London : [Verlag nicht ermittelbar], ISSN 0956-8549, ZDB-ID 2240655-4. - Vol. [DP 791] SRC discussion paper ; no 93 (January 2020) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012205745