Machine Learning in Asset Pricing: Predicting Equity Risk Premia using Neural Networks, Random Forests and Traditional Approaches

Additional Metadata
Thesis Advisor	Zwan, T van der
Persistent URL	hdl.handle.net/2105/67819
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	Dijkman, M. (2023, September 13). Machine Learning in Asset Pricing: Predicting Equity Risk Premia using Neural Networks, Random Forests and Traditional Approaches. Econometrie. Retrieved from http://hdl.handle.net/2105/67819

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