Search Results for author:
Found 3 papers, 0 papers with code
Forking paths in financial economics
We argue that spanning large numbers of degrees of freedom in empirical analysis allows better characterizations of effects and thus improves the trustworthiness of conclusions.
Characteristics-driven returns in equilibrium
We reverse-engineer the equilibrium construction process of asset prices in order to obtain returns which depend on firm characteristics, possibly in a linear fashion.
Dirichlet policies for reinforced factor portfolios
This article aims to combine factor investing and reinforcement learning (RL).
Cannot find the paper you are looking for? You can
Submit a new open access paper.
