Understanding the determinants of bond excess returns using explainable AI
Lars Beckmann, Jörn Debener, Johannes Kriebel
| Year of publication: |
2023
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|---|---|
| Authors: | Beckmann, Lars ; Debener, Jörn ; Kriebel, Johannes |
| Published in: |
Journal of business economics : JBE. - Berlin : Springer, ISSN 1861-8928, ZDB-ID 2059561-X. - Vol. 93.2023, 9, p. 1553-1590
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| Subject: | Asset pricing | Bond excess returns | Explainable artificial intelligence | Machine learning | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Anleihe | Bond | Öffentliche Anleihe | Public bond | Portfolio-Management | Portfolio selection | Risikoprämie | Risk premium |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11573-023-01149-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014422238