---
title: Asset Embeddings
url: https://www.ml-quant.com/papers/repec/cpr-ceprdp-20082/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:cpr:ceprdp:20082
source_url: https://econpapers.repec.org/RePEc:cpr:ceprdp:20082
featured: 2026-09-25
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://econpapers.repec.org/RePEc:cpr:ceprdp:20082
- Identifier: RePEc:cpr:ceprdp:20082
- Released: 2026-09-18
- First featured: Quant Letter No. 132 (2026-09-25): https://www.ml-quant.com/issues/2026-09-25/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors
- Authors: Gabaix, Xavier, Koijen, Ralph, Richmond, Robert, Yogo, Motohiro

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