---
title: Interactions in Asset Pricing: Predictors & Returns
url: https://www.ml-quant.com/papers/ssrn/4624629/
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: SSRN 4624629
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4624629
featured: 2023-11-08
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4624629
- Identifier: SSRN 4624629
- Released: 2023-07-17
- First featured: Quant Letter No. 25 (2023-11-08): https://www.ml-quant.com/issues/2023-11-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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