Bond Risk Premiums with Machine Learning
With Andrea Tamoni and Matthias Büchner. The Review of Financial Studies, 2021, Vol. 34, No. 2, 1046–1089. INVESCO Best Paper Award, FMA 2019.
With Andrea Tamoni and Matthias Büchner. The Review of Financial Studies, 2021, Vol. 34, No. 2, 1046–1089. INVESCO Best Paper Award, FMA 2019.