Diverging roads : theory-based vs. machine learning-implied stock risk premia
Joachim Grammig, Constantin Hanenberg, Christian Schlag and Jantje Sönksen
| Year of publication: |
2025
|
|---|---|
| Authors: | Grammig, Joachim ; Hanenberg, Constantin ; Schlag, Christian ; Sönksen, Jantje |
| Subject: | stock risk premia | option prices | machine learning | Risikoprämie | Risk premium | Künstliche Intelligenz | Artificial intelligence | CAPM | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaf005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015339820