Machine Learning and the Implementable Efficient Frontier
Theis Ingerslev Jensen(Yale University), Lasse Heje Pedersen(Copenhagen Business School), Bryan T. Kelly(Yale University), Semyon Malamud(Centre for Economic Policy Research)
Cited by 46
Related Papers
Is There a Replication Crisis in Finance?
|The Journal of Finance|2023|448
Iliopsoas Impingement: A Newly Identified Cause of Labral Pathology in the Hip
|HSS Journal® The Musculoskeletal Journal of Hospital for Special Surgery|2011|203
Is There a Replication Crisis in Finance?
|SSRN Electronic Journal|2021|85
Is There A Replication Crisis In Finance?
|National Bureau of Economic Research|2021|80
Subjective Risk and Return
|SSRN Electronic Journal|2022|17