Complex Capital Markets
Models a computational arms race where many weak signals drive return predictability and explain why uncertainty about signal coefficients sustains an equity premium.
Featured in No. 139 on 13 Nov 2026 · 3 days after release
- Released
- 10 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 4 of 5
- Identifier
- SSRN 7687139
- Authors
- Sergei Glebkin et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).