Asset Embeddings
The paper shows that portfolio holdings contain all information needed for asset pricing and develops asset embeddings analogous to word embeddings to represent firms and predict valuations.
Featured in No. 132 on 25 Sep 2026 · 7 days after release
- Released
- 18 Sep 2026
- First featured
- No. 132 · 25 Sep 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- RePEc:cpr:ceprdp:20082
- Authors
- Xavier Gabaix et al.
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