Model complexity and the performance of global versus regional models
Complex algorithms in global models outperform regional models in cross-sectional asset pricing, contradicting previous studies favoring regional methods.
Featured in No. 96 on 7 May 2025 · 2 days after release · 1 citation today
- Released
- 5 May 2025
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- No. 96 · 7 May 2025
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- SSRN 5241880
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