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JEL: C38 - Classification Methods; Cluster Analysis; Principal Components; Factor Models
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Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text Get access

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Leland Bybee and others
The Review of Financial Studies, Volume 36, Issue 12, December 2023, Pages 4759–4787, https://doi.org/10.1093/rfs/hhad042
Published: 15 May 2023
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Arbitrage Portfolios Get access

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Soohun Kim and others
The Review of Financial Studies, Volume 34, Issue 6, June 2021, Pages 2813–2856, https://doi.org/10.1093/rfs/hhaa102
Published: 07 September 2020
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Bond Risk Premiums with Machine Learning Get access

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Daniele Bianchi and others
The Review of Financial Studies, Volume 34, Issue 2, February 2021, Pages 1046–1089, https://doi.org/10.1093/rfs/hhaa062
Published: 25 May 2020
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Dynamic Debt Maturity Get access

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Zhiguo He and Konstantin Milbradt
The Review of Financial Studies, Volume 29, Issue 10, October 2016, Pages 2677–2736, https://doi.org/10.1093/rfs/hhw039
Published: 02 August 2016