Alejandro Lopez-Lira

BI Norwegian Business School

Nydalsveien 37

Oslo, 0442

Norway

University of Pennsylvania - Finance Department

The Wharton School

3620 Locust Walk

Philadelphia, PA 19104

United States

University of Pennsylvania - The Wharton School

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 21,981

SSRN RANKINGS

Top 21,981

in Total Papers Downloads

2,480

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Ideas:
“  Applying machine learning techniques to answer fundamental questions in finance.  ”

Scholarly Papers (3)

1.

Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 84 Posted: 20 Jan 2019 Last Revised: 24 Sep 2020
Alejandro Lopez-Lira
BI Norwegian Business School
Downloads 1,489 (13,674)
Citation 9

Abstract:

Loading...

Cross-Section of Returns, Factor Models, Machine Learning, Big Data, LDA, Text Analysis, NLP

Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 71 Posted: 07 Jul 2020 Last Revised: 25 Sep 2020
Jules H. van Binsbergen, Xiao Han and Alejandro Lopez-Lira
University of Pennsylvania - The Wharton School, University of Edinburgh Business School and BI Norwegian Business School
Downloads 825 (32,448)

Abstract:

Loading...

Earnings Forecasts, Machine Learning, Investment Strategies

Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases

NBER Working Paper No. w27843
Number of pages: 71 Posted: 21 Sep 2020
Jules H. van Binsbergen, Xiao Han and Alejandro Lopez-Lira
University of Pennsylvania - The Wharton School, University of Edinburgh Business School and BI Norwegian Business School
Downloads 12 (663,106)
  • Add to Cart

Abstract:

Loading...

3.

Demand-Driven Risk and the Cross-Section of Expected Returns

Number of pages: 34 Posted: 20 Jun 2019 Last Revised: 13 Nov 2019
Alejandro Lopez-Lira
BI Norwegian Business School
Downloads 154 (215,287)

Abstract:

Loading...