Subsampled factor models for asset pricing : the rise of Vasa
Gianluca De Nard, Simon Hediger, Markus Leippold
| Year of publication: |
2022
|
|---|---|
| Authors: | De Nard, Gianluca ; Hediger, Simon ; Leippold, Markus |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 6, p. 1217-1247
|
| Subject: | machine learning | large-dimensional factor models | return prediction | subagging | subsampling | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Theorie | Theory | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2859 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013465694