Items where Author is "Bryzgalova, Svetlana"

Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian (2020) Bayesian solutions for the factor zoo: we just ran two quadrillion models. Systemic Risk Centre Discussion Papers (93). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Bryzgalova, Svetlana and Julliard, Christian (2020) Consumption in asset returns. Systemic Risk Centre Discussion Papers (92). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.