Risk factors that matter: textual analysis of risk disclosures for the cross-section of returns

Saved in:

Authors and Corporations:

Lopez-Lira, Alejandro (Author)

Type of Resource:

E-Book

Language:

English

published:

[Philadelphia, PA Rodney L. White Center for Financial Research] [2018]

Series:

Subjects:

Cross-Section of Returns

Factor Models

Machine Learning

Big Data

LDA

TextAnalysis

NLP

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Rodney L. White Center for Financial Research: Working papers