Bayesian solutions for the factor zoo: we just ran two quadrillion models

Saved in:

Bibliographic Details

Authors and Corporations:	Bryzgalova, Svetlana (Author), Huang, Jiantao (Author), Julliard, Christian (Author)
Other Authors:	Huang, Jiantao [Author] • Julliard, Christian [Author]
Type of Resource:	E-Book
Language:	English
published:	London Systemic Risk Centre, The London School of Economics and Political Science [2020]
Series:	SRC discussion paper ; no 93 (January 2020)
Subjects:	Cross-sectional asset pricing factor models model evaluation multiple testing data mining p-hacking Bayesian methods Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen