Work

Bond Risk Premia with Machine Learning

Year: 2018

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhaa062

Authors: Daniele Bianchi, Matthias Büchner, Andrea Tamoni

Institutions: Queen Mary University of London, University of Warwick, Rutgers, The State University of New Jersey

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3028931246

FWCI: 25.06

Cites: 154

Cited by: 462

Related to: 9