Essays about: "Jesper Strömberg"
Found 1 essay containing the words Jesper Strömberg.
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1. Making Use of the Factor Zoo: An unpretentious attempt to predict asset returns using machine learning methods.
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : Factor modeling with the purpose of estimating assets returns is a dynamic and ever changing subject within finance. Recent literature has presented over 300 different fac-tors that seem to have significance in predicting asset returns. This new phenomenon in factor modeling has been dubbed ”The Factor Zoo”. READ MORE
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