Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models (2022)

First Author: BRYZGALOVA S
Attributed to:  Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/jofi.13197

Publication URI: http://dx.doi.org/10.1111/jofi.13197

Type: Journal Article/Review

Parent Publication: The Journal of Finance

Issue: 1