Nonlinearities in the cross-section of asset returns

Additional Metadata
Keywords	Asset Pricing; Nonlinearities; Stochastic Discount Factor; Cross section; Shrinkage; Machine learning
Thesis Advisor	Grith, M.
Persistent URL	hdl.handle.net/2105/59894
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	Lesterhuis, J.R. (2021, November 4). Nonlinearities in the cross-section of asset returns. Econometrie. Retrieved from http://hdl.handle.net/2105/59894

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