Equity Premium Forecasting
Machine learning techniques, while effective in predicting equity premium within sample, struggle to beat the historical average in out-of-sample predictions.
Featured in No. 43 on 3 Apr 2024 ·
- Released
- 6 Aug 2023
- First featured
- No. 43 · 3 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4781195
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