Explaining the Cross-Section of Equity Option Returns through Unsupervised Machine Learning Methods

Additional Metadata
Keywords	Equity option returns; Instrumented Principal Component Analysis; conditional autoencoder; unsupervised machine learning; factor model
Thesis Advisor	Grith, M.
Persistent URL	hdl.handle.net/2105/59488
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Andel, B.E. van. (2021, June 15). Explaining the Cross-Section of Equity Option Returns through Unsupervised Machine Learning Methods. Econometrie. Retrieved from http://hdl.handle.net/2105/59488

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