Machine learning in asset pricing /

Machine learning in asset pricing /

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Bibliographic Details
Author / Creator:	Nagel, Stefan, 1973- author.
Imprint:	Princeton : Princeton University Press, [2021]
Description:	1 online resource.
Language:	English
Series:	Princeton lectures in finance Princeton lectures in finance.
Subject:	Capital assets pricing model. Machine learning -- Economic aspects. Finance -- Mathematical models. Investments -- Mathematical models. Prices -- Mathematical models. Capital assets pricing model. Machine learning.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/12568455

Hidden Bibliographic Details
ISBN:	0691218714 9780691218717
Notes:	Description based on online resource; title from digital title page (viewed on May 11, 2021).
Other form:	Print version: Nagel, Stefan Machine Learning in Asset Pricing Princeton : Princeton University Press,c2021 9780691218700

Table of Contents:

Frontmatter
CONTENTS
Preface
Machine Learning in Asset Pricing
Chapter 1 Introduction
Chapter 2 Supervised Learning
Chapter 3 Supervised Learning in Asset Pricing
Chapter 4 ML in Cross-Sectional Asset Pricing
Chapter 5 ML as Model of Investor Belief Formation
Chapter 6 A Research Agenda
Bibliography
Index