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Chapter
Publicly Available
CONTENTS
Chapters in this book
- Frontmatter i
- CONTENTS vii
- Preface ix
-
Machine Learning in Asset Pricing
- Chapter 1 Introduction 1
- Chapter 2 Supervised Learning 11
- Chapter 3 Supervised Learning in Asset Pricing 31
- Chapter 4 ML in Cross-Sectional Asset Pricing 64
- Chapter 5 ML as Model of Investor Belief Formation 93
- Chapter 6 A Research Agenda 119
- Bibliography 135
- Index 141
Chapters in this book
- Frontmatter i
- CONTENTS vii
- Preface ix
-
Machine Learning in Asset Pricing
- Chapter 1 Introduction 1
- Chapter 2 Supervised Learning 11
- Chapter 3 Supervised Learning in Asset Pricing 31
- Chapter 4 ML in Cross-Sectional Asset Pricing 64
- Chapter 5 ML as Model of Investor Belief Formation 93
- Chapter 6 A Research Agenda 119
- Bibliography 135
- Index 141