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SSRNMacro-Finance & Rates

Predicting Individual Corporate Bond Returns

Machine learning, particularly Random Forest, shows strong evidence of return predictability and investment gains for individual corporate bonds, especially in private bonds.

Featured in No. 40 on 13 Mar 2024 · 4 days after release · 0 citations today

Released
9 Mar 2024
First featured
No. 40 · 13 Mar 2024
Citations (Semantic Scholar)
0
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4753422

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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