Divide and Conquer: Financial Ratios and Industry Returns Predictability

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Presentations

2020 Virtual NBER-NSF Seminar in Bayesian Inference in Econometrics and Statistics, International Society of Bayesian Analysis world meeting, 10th ECB Workshop on Forecasting Techniques, Barcelona GSE Summer Forum 2018, 2018 NBER-NSF Seminar in Bayesian Inference in Econometrics and Statistics at Stanford, 71st European Summer Meeting of the Econometric Society, 2018 European Seminar on Bayesian Econometrics in New Orleans, 2018 NBP Workshop on Forecasting in Warsaw, Bank of England workshop on Modelling with Big Data and Machine Learning, 2nd Frontiers of Factor Investing at Lancaster University.

Citation

Bianchi, Daniele, and Ken McAlinn. “Divide and Conquer: Financial Ratios and Industry Returns Predictability.” Working paper.

@unpublished{BM18,
author = {Daniele Bianchi and Ken McAlinn},
year = {2018},
title = {Divide and Conquer: Financial Ratios and Industry Returns Predictability}}