True Value Investing in Credits through Machine Learning
The research introduces a new machine learning-based value factor for credit market investing, which performs better by capitalizing more on mispricings and less on risk.
Featured in No. 36 on 7 Feb 2024 · 5 days after release · 0 citations today
- Released
- 2 Feb 2024
- First featured
- No. 36 · 7 Feb 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4718484
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