- anomalies 1
- approximate inference 1
- asset pricing 9
- Bayesian econometrics 2
- Bayesian methods 4
- behavioral finance 1
- bond returns 1
- change points 1
- commodities 2
- crashes 1
- cross section 1
- cryptocurrencies 3
- equity premium 1
- expectations 1
- extrapolation bias 1
- false discoveries 1
- financial ratios 1
- firm characteristics 1
- graphical models 1
- high-dimensional regressions 1
- industry returns 1
- liquidity 1
- lottery effect 1
- machine learning 2
- macroeconomic factors 1
- macroeconomic forecasting 1
- macroeconomics 2
- market microstructure 1
- Markov switching 1
- mispricing 1
- model uncertainty 1
- momentum 1
- multiple testing 1
- portfolio allocation 2
- prediction 1
- return predictability 1
- risk premiums 3
- sectors 1
- sovereign credit risk 1
- stochastic discount factor 1
- systemic risk 1
- term structure 1
- time-varying risk 1
- trading volume 1
- transaction costs 1
- variable selection 1
- variational Bayes 1
- variational inference 2
- VARs 1
- volatility targeting 1