493 College St
New Haven, CT CT 06520
United States
Yale University
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Asset Pricing, Factors, Data Mining, Replication, Multiple Testing, External Validity, Empirical Bayes, Bayesian Statistics
asset pricing, machine learning, transaction costs, economic significance, investments
Greenium, cost of capital, ESG, replication, climate, sustainable finance
Asset pricing, asset pricing models, equity factors, subjective risk, mispricing, optimism bias JEL Codes: G4, G11, G12, G14