Matteo Bagnara

Leibniz Institute for Financial Research SAFE

House of Finance

Theodor-W.-Adorno-Platz 3

Frankfurt, 60323

Germany

http://www.safe-frankfurt.de/

Goethe University Frankfurt

Gr├╝neburgplatz 1

Frankfurt am Main, 60323

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

558

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Asset Pricing, Machine Learning, Macro-Finance.  ”

Scholarly Papers (2)

1.

Asset Pricing and Machine Learning: A Critical Review

Number of pages: 52 Posted: 27 Oct 2021 Last Revised: 14 Sep 2022
Matteo Bagnara
Leibniz Institute for Financial Research SAFE
Downloads 418 (104,152)

Abstract:

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Empirical Asset Pricing, Risk Premium, Machine Learning

2.

Liquidity Derivatives

SAFE Working Paper No. 358, 2022
Number of pages: 55 Posted: 13 Sep 2022
Matteo Bagnara and Ruggero Jappelli
Leibniz Institute for Financial Research SAFE and Goethe University, Frankfurt
Downloads 140 (298,996)

Abstract:

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Asset Pricing, Market Liquidity, Liquidity Risk