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~subject:"stochastic discount factor"
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Asset Pricing and Machine Learning: A critical review
Bagnara, Matteo
- In:
Journal of Economic Surveys
38
(
2022
)
1
,
pp. 27-56
The latest development in
empirical
Asset
Pricing
is the use of Machine Learning methods to address the problem of the …
Persistent link: https://www.econbiz.de/10014504073
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