The rapid advancement of artificial intelligence (AI) has given rise to sophisticated language models that excel in understanding and generating human-like text. With the capacity to process vast amounts of information, these models effectively tackle problems across diverse domains. In this...

Despite the extensive advancement of knowledge in the field of empirical asset pricing, little is known about how this literature applies to asset classes beyond common stocks and bonds. In this paper we apply recent developments in financial economics, which posit an important role for limited...