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...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2022
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| Online Access: | 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 |
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