Interactions in Asset Pricing: Predictors & Returns
Predictors & Returns: The research suggests that future stock returns can be predicted using machine learning models that consider characteristics and macroeconomic variables, resulting in portfolios that perform better than benchmarks.
Featured in No. 25 on 8 Nov 2023 ·
- Released
- 17 Jul 2023
- First featured
- No. 25 · 8 Nov 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 494
- Identifier
- SSRN 4624629
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).