Results for 10013540407

Results for 10013540407 Showing 1 - 50 results of 67 Laminas_Feed_Writer 2 (https://getlaminas.org) https://www.econbiz.de/similar/results?mlt=author&lng=en&view=rss&id=10013540407&sort=econbiz_created+desc&limit=50 67 0 50 Estimating latent asset-pricing factors Thu, 15 Jan 2026 16:52:37 +0000 https://www.econbiz.de/Record/estimating-latent-asset-pricing-factors-lettau-martin/10015563500?sid=1506900215 https://www.econbiz.de/Record/estimating-latent-asset-pricing-factors-lettau-martin/10015563500?sid=1506900215 Lettau, Martin Book / Working Paper 2018 Lettau, Martin 0 Factors that fit the time series and cross-section of stock returns Thu, 15 Jan 2026 16:37:39 +0000 https://www.econbiz.de/Record/factors-that-fit-the-time-series-and-cross-section-of-stock-returns-lettau-martin/10015563438?sid=1506900215 https://www.econbiz.de/Record/factors-that-fit-the-time-series-and-cross-section-of-stock-returns-lettau-martin/10015563438?sid=1506900215 Lettau, Martin Book / Working Paper 2018 Lettau, Martin 0 Imputation-Powered Inference for Missing Covariates Sat, 10 Jan 2026 19:59:20 +0000 https://www.econbiz.de/Record/imputation-powered-inference-for-missing-covariates-duan-junting/10015560661?sid=1506900215 https://www.econbiz.de/Record/imputation-powered-inference-for-missing-covariates-duan-junting/10015560661?sid=1506900215 Duan, Junting Book / Working Paper 2025 Duan, Junting 0 Target PCA: transfer learning large dimensional panel data Thu, 11 Dec 2025 10:42:45 +0000 https://www.econbiz.de/Record/target-pca-transfer-learning-large-dimensional-panel-data-duan-junting/10015553735?sid=1506900215 https://www.econbiz.de/Record/target-pca-transfer-learning-large-dimensional-panel-data-duan-junting/10015553735?sid=1506900215 Duan, Junting Article 2024 Duan, Junting 0 Forest through the trees : building cross-sections of stock returns Tue, 28 Oct 2025 15:35:43 +0000 https://www.econbiz.de/Record/forest-through-the-trees-building-cross-sections-of-stock-returns-bryzgalova-svetlana/10015474361?sid=1506900215 https://www.econbiz.de/Record/forest-through-the-trees-building-cross-sections-of-stock-returns-bryzgalova-svetlana/10015474361?sid=1506900215 Bryzgalova, Svetlana Article 2025 Bryzgalova, Svetlana 0 Missing financial data Mon, 14 Apr 2025 07:29:31 +0000 https://www.econbiz.de/Record/missing-financial-data-bryzgalova-svetlana/10015371041?sid=1506900215 https://www.econbiz.de/Record/missing-financial-data-bryzgalova-svetlana/10015371041?sid=1506900215 Bryzgalova, Svetlana Article 2025 Bryzgalova, Svetlana 0 Comment on: eigenvalue tests for the number of latent factors in short panels Wed, 02 Apr 2025 11:09:27 +0000 https://www.econbiz.de/Record/comment-on-eigenvalue-tests-for-the-number-of-latent-factors-in-short-panels-pelger-markus/10015339148?sid=1506900215 https://www.econbiz.de/Record/comment-on-eigenvalue-tests-for-the-number-of-latent-factors-in-short-panels-pelger-markus/10015339148?sid=1506900215 Pelger, Markus Article 2025 Pelger, Markus 0 Optimal experimental design for staggered rollouts Tue, 20 Aug 2024 13:53:52 +0000 https://www.econbiz.de/Record/optimal-experimental-design-for-staggered-rollouts-xiong-ruoxuan/10015047106?sid=1506900215 https://www.econbiz.de/Record/optimal-experimental-design-for-staggered-rollouts-xiong-ruoxuan/10015047106?sid=1506900215 Xiong, Ruoxuan Article 2024 Xiong, Ruoxuan 0 Shrinking the Term Structure Mon, 10 Jun 2024 19:03:52 +0000 https://www.econbiz.de/Record/shrinking-the-term-structure-filipovi%C4%87-damir/10014544750?sid=1506900215 https://www.econbiz.de/Record/shrinking-the-term-structure-filipovi%C4%87-damir/10014544750?sid=1506900215 Filipović, Damir Book / Working Paper 2024 Filipović, Damir 0 Deep learning in asset pricing Mon, 15 Apr 2024 10:33:56 +0000 https://www.econbiz.de/Record/deep-learning-in-asset-pricing-chen-luyang/10014513601?sid=1506900215 https://www.econbiz.de/Record/deep-learning-in-asset-pricing-chen-luyang/10014513601?sid=1506900215 Chen, Luyang Article 2024 Chen, Luyang 0 A simple method for predicting covariance matrices of financial returns Wed, 03 Apr 2024 08:48:54 +0000 https://www.econbiz.de/Record/a-simple-method-for-predicting-covariance-matrices-of-financial-returns-johansson-kasper/10014504758?sid=1506900215 https://www.econbiz.de/Record/a-simple-method-for-predicting-covariance-matrices-of-financial-returns-johansson-kasper/10014504758?sid=1506900215 Johansson, Kasper Book / Working Paper 2023 Johansson, Kasper 0 Machine-learning the skill of mutual fund managers Fri, 10 Nov 2023 18:03:35 +0000 https://www.econbiz.de/Record/machine-learning-the-skill-of-mutual-fund-managers-kaniel-ron/10014421127?sid=1506900215 https://www.econbiz.de/Record/machine-learning-the-skill-of-mutual-fund-managers-kaniel-ron/10014421127?sid=1506900215 Kaniel, Ron Article 2023 Kaniel, Ron 0 Internet Appendix for State-Varying Factor Models of Large Dimensions Wed, 20 Sep 2023 21:30:45 +0000 https://www.econbiz.de/Record/internet-appendix-for-state-varying-factor-models-of-large-dimensions-pelger-markus/10014352193?sid=1506900215 https://www.econbiz.de/Record/internet-appendix-for-state-varying-factor-models-of-large-dimensions-pelger-markus/10014352193?sid=1506900215 Pelger, Markus Book / Working Paper 2020 Pelger, Markus 0 Large dimensional latent factor modeling with missing observations and applications to causal inference Mon, 18 Sep 2023 14:18:04 +0000 https://www.econbiz.de/Record/large-dimensional-latent-factor-modeling-with-missing-observations-and-applications-to-causal-inference-xiong-ruoxuan/10014341054?sid=1506900215 https://www.econbiz.de/Record/large-dimensional-latent-factor-modeling-with-missing-observations-and-applications-to-causal-inference-xiong-ruoxuan/10014341054?sid=1506900215 Xiong, Ruoxuan Article 2023 Xiong, Ruoxuan 0 Machine-learning the skill of mutual fund managers Fri, 23 Jun 2023 13:43:01 +0000 https://www.econbiz.de/Record/machine-learning-the-skill-of-mutual-fund-managers-kaniel-ron/10014297093?sid=1506900215 https://www.econbiz.de/Record/machine-learning-the-skill-of-mutual-fund-managers-kaniel-ron/10014297093?sid=1506900215 Kaniel, Ron Book / Working Paper 2023 Kaniel, Ron 0 Internet Appendix for Missing Financial Data Tue, 16 May 2023 17:28:52 +0000 https://www.econbiz.de/Record/internet-appendix-for-missing-financial-data-bryzgalova-svetlana/10014254149?sid=1506900215 https://www.econbiz.de/Record/internet-appendix-for-missing-financial-data-bryzgalova-svetlana/10014254149?sid=1506900215 Bryzgalova, Svetlana Book / Working Paper 2023 Bryzgalova, Svetlana 0 Federated Causal Inference in Heterogeneous Observational Data Tue, 16 May 2023 17:28:52 +0000 https://www.econbiz.de/Record/federated-causal-inference-in-heterogeneous-observational-data-xiong-ruoxuan/10014087886?sid=1506900215 https://www.econbiz.de/Record/federated-causal-inference-in-heterogeneous-observational-data-xiong-ruoxuan/10014087886?sid=1506900215 Xiong, Ruoxuan Book / Working Paper 2023 Xiong, Ruoxuan 0 Inference for Large Panel Data with Many Covariates Tue, 16 May 2023 17:28:52 +0000 https://www.econbiz.de/Record/inference-for-large-panel-data-with-many-covariates-pelger-markus/10014264019?sid=1506900215 https://www.econbiz.de/Record/inference-for-large-panel-data-with-many-covariates-pelger-markus/10014264019?sid=1506900215 Pelger, Markus Book / Working Paper 2023 Pelger, Markus 0 Asset-Pricing Factors with Economic Targets Tue, 16 May 2023 17:28:52 +0000 https://www.econbiz.de/Record/asset-pricing-factors-with-economic-targets-bryzgalova-svetlana/10014254797?sid=1506900215 https://www.econbiz.de/Record/asset-pricing-factors-with-economic-targets-bryzgalova-svetlana/10014254797?sid=1506900215 Bryzgalova, Svetlana Book / Working Paper 2023 Bryzgalova, Svetlana 0 Target PCA : Transfer Learning Large Dimensional Panel Data Tue, 16 May 2023 17:28:52 +0000 https://www.econbiz.de/Record/target-pca-transfer-learning-large-dimensional-panel-data-duan-junting/10014256300?sid=1506900215 https://www.econbiz.de/Record/target-pca-transfer-learning-large-dimensional-panel-data-duan-junting/10014256300?sid=1506900215 Duan, Junting Book / Working Paper 2022 Duan, Junting 0 State-varying factor models of large dimensions Mon, 13 Feb 2023 16:31:28 +0000 https://www.econbiz.de/Record/state-varying-factor-models-of-large-dimensions-pelger-markus/10013539523?sid=1506900215 https://www.econbiz.de/Record/state-varying-factor-models-of-large-dimensions-pelger-markus/10013539523?sid=1506900215 Pelger, Markus Article 2022 Pelger, Markus 0 Shrinking the Term Structure Thu, 20 Oct 2022 20:04:48 +0000 https://www.econbiz.de/Record/shrinking-the-term-structure-filipovi%C4%87-damir/10013403311?sid=1506900215 https://www.econbiz.de/Record/shrinking-the-term-structure-filipovi%C4%87-damir/10013403311?sid=1506900215 Filipović, Damir Book / Working Paper 2022 Filipović, Damir 0 Machine-Learning the Skill of Mutual Fund Managers Fri, 29 Jul 2022 22:33:06 +0000 https://www.econbiz.de/Record/machine-learning-the-skill-of-mutual-fund-managers-kaniel-ron/10013312114?sid=1506900215 https://www.econbiz.de/Record/machine-learning-the-skill-of-mutual-fund-managers-kaniel-ron/10013312114?sid=1506900215 Kaniel, Ron Book / Working Paper 2021 Kaniel, Ron 0 Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff Fri, 29 Jul 2022 21:47:38 +0000 https://www.econbiz.de/Record/bayesian-imputation-with-optimal-look-ahead-bias-and-variance-tradeoff-blanchet-jose/10013297144?sid=1506900215 https://www.econbiz.de/Record/bayesian-imputation-with-optimal-look-ahead-bias-and-variance-tradeoff-blanchet-jose/10013297144?sid=1506900215 Blanchet, Jose Book / Working Paper 2022 Blanchet, Jose 0 Missing Financial Data Fri, 29 Jul 2022 21:33:40 +0000 https://www.econbiz.de/Record/missing-financial-data-bryzgalova-svetlana/10013289233?sid=1506900215 https://www.econbiz.de/Record/missing-financial-data-bryzgalova-svetlana/10013289233?sid=1506900215 Bryzgalova, Svetlana Book / Working Paper 2022 Bryzgalova, Svetlana 0 Internet Appendix to Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference Sun, 12 Jun 2022 22:47:20 +0000 https://www.econbiz.de/Record/internet-appendix-to-large-dimensional-latent-factor-modeling-with-missing-observations-and-applications-to-causal-inference-xiong-ruoxuan/10013251067?sid=1506900215 https://www.econbiz.de/Record/internet-appendix-to-large-dimensional-latent-factor-modeling-with-missing-observations-and-applications-to-causal-inference-xiong-ruoxuan/10013251067?sid=1506900215 Xiong, Ruoxuan Book / Working Paper 2021 Xiong, Ruoxuan 0 Deep Learning Statistical Arbitrage Sun, 12 Jun 2022 22:06:12 +0000 https://www.econbiz.de/Record/deep-learning-statistical-arbitrage-guijarro-ordonez-jorge/10013222493?sid=1506900215 https://www.econbiz.de/Record/deep-learning-statistical-arbitrage-guijarro-ordonez-jorge/10013222493?sid=1506900215 Guijarro-Ordonez, Jorge Book / Working Paper 2021 Guijarro-Ordonez, Jorge 0 Stripping the discount curve : a robust machine learning approach Mon, 04 Apr 2022 13:31:34 +0000 https://www.econbiz.de/Record/stripping-the-discount-curve-a-robust-machine-learning-approach-filipovi%C4%87-damir/10013169176?sid=1506900215 https://www.econbiz.de/Record/stripping-the-discount-curve-a-robust-machine-learning-approach-filipovi%C4%87-damir/10013169176?sid=1506900215 Filipović, Damir Book / Working Paper 2022 Filipović, Damir 0 New Performance-Vested Stock Option Schemes Fri, 18 Mar 2022 22:19:00 +0000 https://www.econbiz.de/Record/new-performance-vested-stock-option-schemes-chen/10013116087?sid=1506900215 https://www.econbiz.de/Record/new-performance-vested-stock-option-schemes-chen/10013116087?sid=1506900215 Chen, An Book / Working Paper 2012 Chen, An 0 Optimal Payoff Schemes for Managers (Asymmetric Information Case) Fri, 18 Mar 2022 22:04:36 +0000 https://www.econbiz.de/Record/optimal-payoff-schemes-for-managers-asymmetric-information-case-chen/10013112181?sid=1506900215 https://www.econbiz.de/Record/optimal-payoff-schemes-for-managers-asymmetric-information-case-chen/10013112181?sid=1506900215 Chen, An Book / Working Paper 2012 Chen, An 0 Contingent Convertible Bonds : Pricing, Dilution Costs and Efficient Regulation Fri, 18 Mar 2022 21:47:58 +0000 https://www.econbiz.de/Record/contingent-convertible-bonds-pricing-dilution-costs-and-efficient-regulation-pelger-markus/10013106718?sid=1506900215 https://www.econbiz.de/Record/contingent-convertible-bonds-pricing-dilution-costs-and-efficient-regulation-pelger-markus/10013106718?sid=1506900215 Pelger, Markus Book / Working Paper 2012 Pelger, Markus 0 Optimal Stock Option Schemes for Managers Thu, 17 Mar 2022 22:49:53 +0000 https://www.econbiz.de/Record/optimal-stock-option-schemes-for-managers-chen/10013091782?sid=1506900215 https://www.econbiz.de/Record/optimal-stock-option-schemes-for-managers-chen/10013091782?sid=1506900215 Chen, An Book / Working Paper 2013 Chen, An 0 How Relative Compensation Can Lead to Herding Behavior Thu, 17 Mar 2022 22:34:41 +0000 https://www.econbiz.de/Record/how-relative-compensation-can-lead-to-herding-behavior-chen/10013086767?sid=1506900215 https://www.econbiz.de/Record/how-relative-compensation-can-lead-to-herding-behavior-chen/10013086767?sid=1506900215 Chen, An Book / Working Paper 2013 Chen, An 0 Contingent Capital, Tail Risk, and Debt-Induced Collapse Thu, 17 Mar 2022 00:48:28 +0000 https://www.econbiz.de/Record/contingent-capital-tail-risk-and-debt-induced-collapse-chen-nan/10013034648?sid=1506900215 https://www.econbiz.de/Record/contingent-capital-tail-risk-and-debt-induced-collapse-chen-nan/10013034648?sid=1506900215 Chen, Nan Book / Working Paper 2015 Chen, Nan 0 CoCos, Bail-In, and Tail Risk Thu, 17 Mar 2022 00:48:28 +0000 https://www.econbiz.de/Record/cocos-bail-in-and-tail-risk-chen-nan/10013035328?sid=1506900215 https://www.econbiz.de/Record/cocos-bail-in-and-tail-risk-chen-nan/10013035328?sid=1506900215 Chen, Nan Book / Working Paper 2015 Chen, Nan 0 Machine-Learning the Skill of Mutual Fund Managers Thu, 10 Mar 2022 20:16:32 +0000 https://www.econbiz.de/Record/machine-learning-the-skill-of-mutual-fund-managers-kaniel-ron/10012938692?sid=1506900215 https://www.econbiz.de/Record/machine-learning-the-skill-of-mutual-fund-managers-kaniel-ron/10012938692?sid=1506900215 Kaniel, Ron Book / Working Paper 2022 Kaniel, Ron 0 Factors that Fit the Time Series and Cross-Section of Stock Returns Thu, 10 Mar 2022 19:32:13 +0000 https://www.econbiz.de/Record/factors-that-fit-the-time-series-and-cross-section-of-stock-returns-lettau-martin/10012913794?sid=1506900215 https://www.econbiz.de/Record/factors-that-fit-the-time-series-and-cross-section-of-stock-returns-lettau-martin/10012913794?sid=1506900215 Lettau, Martin Book / Working Paper 2018 Lettau, Martin 0 Estimating Latent Asset-Pricing Factors Thu, 10 Mar 2022 19:32:13 +0000 https://www.econbiz.de/Record/estimating-latent-asset-pricing-factors-lettau-martin/10012918632?sid=1506900215 https://www.econbiz.de/Record/estimating-latent-asset-pricing-factors-lettau-martin/10012918632?sid=1506900215 Lettau, Martin Book / Working Paper 2018 Lettau, Martin 0 Large-Dimensional Factor Modeling Based on High-Frequency Observations Thu, 10 Mar 2022 19:32:13 +0000 https://www.econbiz.de/Record/large-dimensional-factor-modeling-based-on-high-frequency-observations-pelger-markus/10012937382?sid=1506900215 https://www.econbiz.de/Record/large-dimensional-factor-modeling-based-on-high-frequency-observations-pelger-markus/10012937382?sid=1506900215 Pelger, Markus Book / Working Paper 2018 Pelger, Markus 0 On the Existence of Sure Profits via Flash Strategies Thu, 10 Mar 2022 19:32:13 +0000 https://www.econbiz.de/Record/on-the-existence-of-sure-profits-via-flash-strategies-fontana-claudio/10012933277?sid=1506900215 https://www.econbiz.de/Record/on-the-existence-of-sure-profits-via-flash-strategies-fontana-claudio/10012933277?sid=1506900215 Fontana, Claudio Book / Working Paper 2018 Fontana, Claudio 0 Factors That Fit the Time Series and Cross-Section of Stock Returns Sat, 26 Feb 2022 23:36:11 +0000 https://www.econbiz.de/Record/factors-that-fit-the-time-series-and-cross-section-of-stock-returns-lettau-martin/10012851903?sid=1506900215 https://www.econbiz.de/Record/factors-that-fit-the-time-series-and-cross-section-of-stock-returns-lettau-martin/10012851903?sid=1506900215 Lettau, Martin Book / Working Paper 2020 Lettau, Martin 0 Estimating Latent Asset-Pricing Factors Sat, 26 Feb 2022 23:36:11 +0000 https://www.econbiz.de/Record/estimating-latent-asset-pricing-factors-lettau-martin/10012852338?sid=1506900215 https://www.econbiz.de/Record/estimating-latent-asset-pricing-factors-lettau-martin/10012852338?sid=1506900215 Lettau, Martin Book / Working Paper 2020 Lettau, Martin 0 Interpretable Sparse Proximate Factors for Large Dimensions Sat, 26 Feb 2022 23:36:11 +0000 https://www.econbiz.de/Record/interpretable-sparse-proximate-factors-for-large-dimensions-pelger-markus/10012852346?sid=1506900215 https://www.econbiz.de/Record/interpretable-sparse-proximate-factors-for-large-dimensions-pelger-markus/10012852346?sid=1506900215 Pelger, Markus Book / Working Paper 2020 Pelger, Markus 0 State-Varying Factor Models of Large Dimensions Sat, 26 Feb 2022 23:36:11 +0000 https://www.econbiz.de/Record/state-varying-factor-models-of-large-dimensions-pelger-markus/10012853032?sid=1506900215 https://www.econbiz.de/Record/state-varying-factor-models-of-large-dimensions-pelger-markus/10012853032?sid=1506900215 Pelger, Markus Book / Working Paper 2020 Pelger, Markus 0 Understanding Systematic Risk : A High-Frequency Approach Sat, 26 Feb 2022 23:36:11 +0000 https://www.econbiz.de/Record/understanding-systematic-risk-a-high-frequency-approach-pelger-markus/10012856059?sid=1506900215 https://www.econbiz.de/Record/understanding-systematic-risk-a-high-frequency-approach-pelger-markus/10012856059?sid=1506900215 Pelger, Markus Book / Working Paper 2020 Pelger, Markus 0 Forest Through the Trees : Building Cross-Sections of Stock Returns Sat, 26 Feb 2022 23:18:59 +0000 https://www.econbiz.de/Record/forest-through-the-trees-building-cross-sections-of-stock-returns-bryzgalova-svetlana/10012846580?sid=1506900215 https://www.econbiz.de/Record/forest-through-the-trees-building-cross-sections-of-stock-returns-bryzgalova-svetlana/10012846580?sid=1506900215 Bryzgalova, Svetlana Book / Working Paper 2020 Bryzgalova, Svetlana 0 Supplemental Appendix - Factors that Fit the Time Series and Cross-Section of Stock Returns Sat, 26 Feb 2022 23:18:59 +0000 https://www.econbiz.de/Record/supplemental-appendix-factors-that-fit-the-time-series-and-cross-section-of-stock-returns-lettau-martin/10012846660?sid=1506900215 https://www.econbiz.de/Record/supplemental-appendix-factors-that-fit-the-time-series-and-cross-section-of-stock-returns-lettau-martin/10012846660?sid=1506900215 Lettau, Martin Book / Working Paper 2020 Lettau, Martin 0 Optimal Experimental Design for Staggered Rollouts Sat, 26 Feb 2022 23:18:59 +0000 https://www.econbiz.de/Record/optimal-experimental-design-for-staggered-rollouts-xiong-ruoxuan/10012846873?sid=1506900215 https://www.econbiz.de/Record/optimal-experimental-design-for-staggered-rollouts-xiong-ruoxuan/10012846873?sid=1506900215 Xiong, Ruoxuan Book / Working Paper 2020 Xiong, Ruoxuan 0 Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference Sat, 26 Feb 2022 23:18:59 +0000 https://www.econbiz.de/Record/large-dimensional-latent-factor-modeling-with-missing-observations-and-applications-to-causal-inference-xiong-ruoxuan/10012847447?sid=1506900215 https://www.econbiz.de/Record/large-dimensional-latent-factor-modeling-with-missing-observations-and-applications-to-causal-inference-xiong-ruoxuan/10012847447?sid=1506900215 Xiong, Ruoxuan Book / Working Paper 2020 Xiong, Ruoxuan 0 Deep Learning in Asset Pricing Sat, 26 Feb 2022 23:18:59 +0000 https://www.econbiz.de/Record/deep-learning-in-asset-pricing-chen-luyang/10012849916?sid=1506900215 https://www.econbiz.de/Record/deep-learning-in-asset-pricing-chen-luyang/10012849916?sid=1506900215 Chen, Luyang Book / Working Paper 2020 Chen, Luyang 0