E-LIB Suche - Ergebnisse für: Pelger, Markus

1

Shrinking the Term Structure

NBER working paper series, no. w32472

Filipović, Damir ; Pelger, Markus ; Ye , 2024

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

2

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/..

3

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/..

4

Target PCA: Transfer learning large dimensional panel data:

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

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/..

7

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..

8

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/..

9

Discussion of "Text Selection" by Bryan Kelly, Asaf Manela,..:

Pelger, Markus
Journal of Business & Economic Statistics. 39 (2021) 4 - p. 880-882 , 2021

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

10

Interpretable Sparse Proximate Factors for Large Dimensions:

Pelger, Markus ; Xiong, Ruoxuan
Journal of Business & Economic Statistics. 40 (2021) 4 - p. 1642-1664 , 2021

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

11

State-Varying Factor Models of Large Dimensions:

Pelger, Markus ; Xiong, Ruoxuan
Journal of Business & Economic Statistics. 40 (2021) 3 - p. 1315-1333 , 2021

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

12

TextGNN: Improving Text Encoder via Graph Neural Network in..:

, In: Proceedings of the Web Conference 2021,

Zhu, Jason ; Cui, Yanling ; Liu, Yuming... - p. 2848-2857 , 2021

Link: https://dl.acm.org/doi/1..

13

Understanding Systematic Risk: A High-Frequency Approach:

PELGER, MARKUS
The Journal of Finance. 75 (2020) 4 - p. 2179-2220 , 2020

Link: https://www.jstor.org/st..

14

Understanding Systematic Risk: A High‐Frequency Approach:

PELGER, MARKUS
The Journal of Finance. 75 (2020) 4 - p. 2179-2220 , 2020

Link: https://doi.org/10.1111/..

15

Estimating latent asset-pricing factors:

Lettau, Martin ; Pelger, Markus
Journal of Econometrics. 218 (2020) 1 - p. 1-31 , 2020

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