---
title: Asset Returns: Auto Debiased ML
url: https://www.ml-quant.com/papers/ssrn/4632395/
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 4632395
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4632395
featured: 2023-11-15
citations: unknown
topic: Asset Pricing & Factors
---


# Asset Returns: Auto Debiased ML

Auto Debiased ML: A new machine learning method has been developed to identify risk factors in asset pricing, performing better than traditional methods by eliminating biased estimation and overfitting.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4632395
- Identifier: SSRN 4632395
- Released: 2022-09-28
- First featured: Quant Letter No. 26 (2023-11-15): https://www.ml-quant.com/issues/2023-11-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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