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Equity Risk Premium

The article suggests a new method for predicting the equity risk premium using a deep learning combination forecast, which aggregates firm-level return predictions.

Featured in No. 82 on 15 Jan 2025 · 35 days after release

Released
11 Dec 2024
First featured
No. 82 · 15 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
15
Identifier
SSRN 5091837

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

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