Predicting Individual Corporate Bond Returns
Machine learning, particularly Random Forest, shows strong evidence of return predictability and investment gains for individual corporate bonds, especially in private bonds.
Featured in No. 40 on 13 Mar 2024 · 4 days after release · 0 citations today
- Released
- 9 Mar 2024
- First featured
- No. 40 · 13 Mar 2024
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- SSRN 4753422
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