University of Cambridge - Centre for Endowment Asset Management, Cambridge Judge Business School
Machine Learning, Ensembled Networks, Forecasting, Bond Return Predictability, Empirical Asset Pricing
Option Return; Factor Model; Return Predictability; IPCA
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Sparsity, Returns Predictability, Cross Section of Returns, Anomalies, Asset Pricing
Order Imbalance Predictability, Market Efficiency, Liquidity Provision, Asymmetric Information
Investor holdings, Latent Demand, Instrumented Principal Components Analysis
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