/Empirical-Asset-Pricing-via-Machine-Learning-Evidence-from-the-German-Stock-Market

Machine learning methods for identifing investment factors

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Empirical Asset Pricing via Machine Learning: Evidence from the German Stock Market

References:

Gu, Shihao; Kelly, Bryan; Xiu, Dacheng (2020): Empirical asset pricing via machine learning, in: The Review of Financial Studies, Vol. 33.5, S. 2223-2273.