Stefan Nagel: Machine learning in asset pricing

被引：0
|
作者：
Hens, Thorsten [1 ]
机构：
[1] Univ Zurich, Zurich, Switzerland
来源：
JOURNAL OF ECONOMICS | 2022年 / 136卷 / 01期
关键词：
D O I：
10.1007/s00712-022-00775-x
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：91 / 92
页数：2
相关论文
共 50 条
  • [1] Stefan Nagel: Machine learning in asset pricing147 pp., Princeton University Press, Princeton, 2021, $50
    Thorsten Hens
    [J]. Journal of Economics, 2022, 136 (1) : 91 - 92
  • [2] Machine learning in empirical asset pricing
    Weigand, Alois
    [J]. FINANCIAL MARKETS AND PORTFOLIO MANAGEMENT, 2019, 33 (01) : 93 - 104
  • [3] Machine learning in empirical asset pricing
    Alois Weigand
    [J]. Financial Markets and Portfolio Management, 2019, 33 : 93 - 104
  • [4] Asset Pricing and Machine Learning: A critical review
    Bagnara, Matteo
    [J]. JOURNAL OF ECONOMIC SURVEYS, 2024, 38 (01) : 27 - 56
  • [5] Factor Models, Machine Learning, and Asset Pricing
    Giglio, Stefano
    Kelly, Bryan
    Xiu, Dacheng
    [J]. ANNUAL REVIEW OF FINANCIAL ECONOMICS, 2022, 14 : 337 - 368
  • [6] Cryptocurrencies asset pricing via machine learning
    Wang, Qiyu
    [J]. INTERNATIONAL JOURNAL OF DATA SCIENCE AND ANALYTICS, 2021, 12 (02) : 175 - 183
  • [7] Empirical Asset Pricing via Machine Learning
    Gu, Shihao
    Kelly, Bryan
    Xiu, Dacheng
    [J]. REVIEW OF FINANCIAL STUDIES, 2020, 33 (05): : 2223 - 2273
  • [8] Cryptocurrencies asset pricing via machine learning
    Qiyu Wang
    [J]. International Journal of Data Science and Analytics, 2021, 12 : 175 - 183
  • [9] Residential Asset Pricing Prediction using Machine Learning
    Luo, Yiyang
    [J]. 2019 INTERNATIONAL CONFERENCE ON ECONOMIC MANAGEMENT AND MODEL ENGINEERING (ICEMME 2019), 2019, : 193 - 198
  • [10] A Bibliometric Analysis of Machine Learning Econometrics in Asset Pricing
    Zapata, Hector O.
    Mukhopadhyay, Supratik
    [J]. JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2022, 15 (11)
12345