Asset Pricing Frictions
The notes detail a Big Data Asset Pricing course, covering asset pricing basics, transaction costs, market liquidity risk, and machine learning.
Featured in No. 39 on 6 Mar 2024 ·
- Released
- 29 Apr 2022
- First featured
- No. 39 · 6 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4742370
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).