TY  - BOOK
AU  - Nagel, Stefan
TI  - Machine learning in asset pricing
SN  - 9780691218700
PY  - 2021///
CY  - Princeton
PB  - Princeton University Press
N2  - Investors in financial markets are faced with an abundance of potentially value-relevant information from a wide variety of different sources. In such data-rich, high-dimensional environments, techniques from the rapidly advancing field of machine learning (ML) are well-suited for solving prediction problems. Accordingly, ML methods are quickly becoming part of the toolkit in asset pricing research and quantitative investing
ER  -