현상

수익률 예측

4편 · 2019 1편, 2021 2편, 2024 1편

Do t-Statistic Hurdles Need to Be Raised?
MS · 2024 · 인용 2 · Andrew Y. Chen
Portfolio Choices with Many Big Models
MS · 2021 · 인용 12 · Evan W. Anderson, Ai-ru Cheng
Bimodal Characteristic Returns and Predictability Enhancement via Machine Learning
MS · 2021 · 인용 11 · Chulwoo Han
Dynamic Attention Behavior Under Return Predictability
MS · 2019 · 인용 56 · Daniel Andrei, Michael Hasler