Aufsatz(elektronisch)#12021
A penalized two-pass regression to predict stock returns with time-varying risk premia
In: Swiss Finance Institute Research Paper No. 21-09
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In: Swiss Finance Institute Research Paper No. 21-09
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Working paper
In: Swiss Finance Institute Research Paper No. 20-49
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Working paper
In: IEEE Transactions on Signal Processing, forthcoming
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In: Journal of Finance, Volume 79, Issue 3, June 2024, Pages 2339-2390.
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