Empirical Asset Pricing via Machine Learning
收藏NBER2018-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25398
下载链接
链接失效反馈官方服务：
资源简介：
We perform a comparative analysis of machine learning methods for the canonical problem of empirical asset pricing: measuring asset risk premia. We demonstrate large economic gains to investors using machine learning forecasts, in some cases doubling the performance of leading regression-based
提供机构：
美国国家经济研究局
创建时间：
2018-12-01
