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Hunan University - College of Finance and Statistics
City University of Hong Kong (CityU)
Bond Characteristics; Machine Learning; Aggregate Predictors; Return Predictability; Private Bonds.
Bond Characteristics, machine learning, Aggregate Predictors, Return predictability, Private Bonds.
Characteristic-based benchmark; corporate bond pricing; forecast combination; machine learning; risk premia.
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Characteristics, Decision Tree, Factors, Interpretable AI, Test Assets.
