Bayesian and machine learning methods with applications in asset pricing
The dissertation consists of three essays on asset pricing by constructing new data set and developing new methodologies. In the first chapter, we conduct empirical studies on the volatility-managed portfolios in the Chinese stock market. Using data from the Chinese stock market, we have found that...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2022
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/etd_coll/418 https://ink.library.smu.edu.sg/context/etd_coll/article/1416/viewcontent/Yaohan_Chen_s_Dissertation.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|