Forecasting Premiums of Factors, Parsimonious or Complex Model?

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Keywords	factor investing, factor timing, machine learning
Thesis Advisor	Emery, Logan, Verbeek, Marno
Persistent URL	hdl.handle.net/2105/69139
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA 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	Kořínek, Matěj. (2023). Forecasting Premiums of Factors, Parsimonious or Complex Model?. In Finance & Investments.http://hdl.handle.net/2105/69139

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