Research | University of Tübingen

working papers

Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia (February 12, 2020), Available at SSRN: https://ssrn.com/abstract=3536835 or http://dx.doi.org/10.2139/ssrn.3536835, with Grammig, Joachim and Schlag, Christian and Sönksen, Jantje