Diverging roads : theory-based vs. machine learning-implied stock risk premia

Author:

Grammig, Joachim; Hanenberg, Constantin; Schlag, Christian; Sönksen, Jantje

Tübinger Autor(en):

Published in:

Journal of financial econometrics - Oxford : Oxford University Press (2025), Bd. 23, H. 2, S. 1-55

Language:

English

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Article

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