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Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian ORCID: 0000-0001-8177-7441
(2024)
Consumption in asset returns.
Journal of Finance.
ISSN 0022-1082
(In Press)
Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian ORCID: 0000-0001-8177-7441
(2023)
Bayesian solutions for the factor zoo: we just ran two quadrillion models.
Journal of Finance, 78 (1).
pp. 487-557.
ISSN 0022-1082
Bryzgalova, Svetlana, Huang, Jiantao and Julliard, Christian ORCID: 0000-0001-8177-7441
(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.