Notre Dame, IN 46556-5646
United States
http://chenwang.one/
University of Notre Dame - Mendoza College of Business
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in Total Papers Downloads
quantity, flow, noise trader, risk and return, return prediction, Lasso, PCA, BTQ, cross section of return, factor zoo
Factor Rebalancing, Mutual Funds, Price Pressure, Factor Returns
expectations formation, yield curve, autocorrelation averaging, bond return predictability
categorical thinking, interest rates, expectations, subjective beliefs
Subjective Beliefs, Credit Rating Agencies, Credit Market Conditions, Corporate Bond Market, Financing Decisions,
Model Uncertainty, Delegated Portfolio Management, Ambiguity Premium, Heterogeneous Belief, Cross-Sectional Asset Pricing
state space dimension, cash flow expectations, return predictability, valuation term structure, machine learning