---
title: Asset Pricing Outliers
url: https://www.ml-quant.com/papers/ssrn/4517498/
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: SSRN 4517498
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4517498
featured: 2023-07-26
citations: unknown
topic: Asset Pricing & Factors
---


# Asset Pricing Outliers

The article discusses how using a Minimum Covariance Determinant estimator improves the performance of stochastic discount factor models by handling multivariate outliers effectively.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4517498
- Identifier: SSRN 4517498
- Released: 2023-07-21
- First featured: Quant Letter No. 9 (2023-07-26): https://www.ml-quant.com/issues/2023-07-26/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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