The October issue of RFS has published! The Editor’s Choice paper is: “Machine Learning and the Implementable Efficient Frontier” by Theis Ingerslev Jensen, Bryan Kelly, Semyon Malamud, and Lasse Heje Pedersen
The October issue of RFS has published! The Editor’s Choice paper is: “Machine Learning and the Implementable Efficient Frontier” by Theis Ingerslev Jensen, Bryan Kelly, Semyon Malamud, and Lasse Heje Pedersen