---
title: Equity Premium Forecasting
url: https://www.ml-quant.com/papers/repec/taf-quantf-v-24-y-2024-i-10-p-1445-1461/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:quantf:v:24:y:2024:i:10:p:1445-1461
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2409278%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A10%3Ap%3A1445-1461
featured: 2024-12-12
citations: unknown
topic: Asset Pricing & Factors
---


# Equity Premium Forecasting

Machine learning methods, despite their strong forecasting abilities, often underperform in predicting the equity premium due to small datasets and low signal-to-noise ratios.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F14697688.2024.2409278%3Bh%3Drepec%3Ataf%3Aquantf%3Av%3A24%3Ay%3A2024%3Ai%3A10%3Ap%3A1445-1461
- Identifier: RePEc:taf:quantf:v:24:y:2024:i:10:p:1445-1461
- Released: 2024-12-12
- First featured: Quant Letter No. 78 (2024-12-12): https://www.ml-quant.com/issues/2024-12-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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