E-LIB Suche - Ergebnisse für: Pelger, Markus

1

Missing Financial Data:

Bryzgalova, Svetlana ; Lerner, Sven ; Lettau, Martin..
The Review of Financial Studies. , 2024

Link: https://doi.org/10.1093/..

2

Shrinking the Term Structure

NBER working paper series, no. w32472

Filipović, Damir ; Pelger, Markus ; Ye , 2024

Link: https://www.nber.org/pap..

3

Deep Learning in Asset Pricing:

Chen, Luyang ; Pelger, Markus ; Zhu, Jason
Management Science. 70 (2024) 2 - p. 714-750 , 2024

Link: https://doi.org/10.1287/..

4

Machine-learning the skill of mutual fund managers:

Kaniel, Ron ; Lin, Zihan ; Pelger, Markus.
Journal of Financial Economics. 150 (2023) 1 - p. 94-138 , 2023

Link: https://doi.org/10.1016/..

5

A Simple Method for Predicting Covariance Matrices of Finan..:

Johansson, Kasper ; Ogut, Mehmet Giray ; Pelger, Markus..
Foundations and Trends in Econometrics. , 2023

Link: https://ssrn.com/abstrac..

6

Target PCA: Transfer learning large dimensional panel data:

Duan, Junting ; Pelger, Markus ; Xiong, Ruoxuan
Journal of Econometrics. , 2023

Link: https://doi.org/10.1016/..

7

Large dimensional latent factor modeling with missing obser..:

Xiong, Ruoxuan ; Pelger, Markus
Journal of Econometrics. 233 (2023) 1 - p. 271-301 , 2023

Link: https://doi.org/10.1016/..

8

Target PCA: Transfer Learning Large Dimensional Panel Data:

Duan, Junting ; Pelger, Markus ; Xiong, Ruoxuan
http://arxiv.org/abs/2308.15627. , 2023

Link: http://arxiv.org/abs/230..

9

A Simple Method for Predicting Covariance Matrices of Finan..:

Johansson, Kasper ; Ogut, Mehmet Giray ; Pelger, Markus..
http://arxiv.org/abs/2305.19484. , 2023

Link: http://arxiv.org/abs/230..

10

Data Science in Science: Special Issue on Data Science in M..:

Getmansky Sherman, Mila ; Tsay, Ruey S. ; Chen, Rong...
Data Science in Science. 1 (2022) 1 - p. 3-4 , 2022

Link: https://doi.org/10.1080/..

11

Machine-Learning the Skill of Mutual Fund Managers

NBER working paper series, no. w29723

Kaniel, Ron ; Lin, Zihan ; Pelger, Markus. , 2022

Link: https://www.nber.org/pap..

12

Inference for Large Panel Data with Many Covariates:

Pelger, Markus ; Zou, Jiacheng
http://arxiv.org/abs/2301.00292. , 2022

Link: http://arxiv.org/abs/230..

13

Bayesian Imputation with Optimal Look-Ahead-Bias and Varian..:

Blanchet, Jose ; Hernandez, Fernando ; Nguyen, Viet Anh..
http://arxiv.org/abs/2202.00871. , 2022

Link: http://arxiv.org/abs/220..

14

Treasury Yield Database:

Damir Filipovic ; Markus Pelger ; Ye Ye
doi:10.5281/zenodo.6345531. , 2022

Link: https://zenodo.org/recor..

15

Treasury Yield Database:

Damir Filipovic ; Markus Pelger ; Ye Ye
doi:10.5281/zenodo.6345531. , 2022

Link: https://zenodo.org/recor..