European Asset Pricing with Generative AI
The study questions traditional factor models in the European stock market, proposing an AI asset pricing model that considers a wider range of factors, indicating a more intricate risk-sharing mechanism.
Featured in No. 36 on 7 Feb 2024 · 4 days after release
- Released
- 3 Feb 2024
- First featured
- No. 36 · 7 Feb 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4715376
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).