Macro-Sensitivities of Factor Premiums and Factor Timing with Lasso Regressions

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Keywords	Factor Timing, Machine Learning, Macroeconomic Sensitivities, Factor Premiums, Asset Pricing
Thesis Advisor	Emery, Logan, Cosemans, Mathijs
Persistent URL	hdl.handle.net/2105/69138
Series	Finance & Investments
Organisation	Rotterdam School of Management
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	Lührs, Hinnerk. (2023, July 11). Macro-Sensitivities of Factor Premiums and Factor Timing with Lasso Regressions. Finance & Investments. Retrieved from http://hdl.handle.net/2105/69138

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