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Replication Data for "Confident Risk Premiums using Machine Learning Uncertainties"

NIAID Data Ecosystem2026-05-10 收录

资产定价

机器学习不确定性

数据链接：

https://doi.org/10.7910/DVN/FUAUR2 数据链接链接失效反馈

官方服务：

资源简介：

Please read the README files for instructions.

应用场景：

创建时间：

2025-10-01

资产定价

风险管理

"Risk management" in securities markets refers to the oversight of portfolio managers and professional traders when they trade on behalf of investors in security markets. Monitoring of their trading p

NBER2006-03-01 更新110

Fama-MacBeth first-stage time-series regression data

资产定价

金融经济学

This file includes 3 excels on Fama-MacBeth first-stage time-series regression data. The first excel includes portfolios “s1b1”-“s1b5” and “s2b1”-“s2b5”; the second excel includes portfolios “s3b1”-“s

DataCite Commons2020-09-02 更新90

Replication Data for: Idiosyncratic Volatility and the ICAPM Covariance Risk

金融计量学

资产定价

Replication package for \"Idiosyncratic Volatility and the ICAPM Covariance Risk\" (accepted for publication in JFQA in 2025)

DataONE2025-06-16 更新50

Replication Data for: Equity Return Predictability with the ICAPM

金融

资产定价

The zipped file contains the Python code and data to replicate the results reported in the paper and the internet appendix.

Mendeley Data2024-03-27 更新110

Data for: The cross-section of returns in frontier equity markets: Integrated or segmented pricing?