Asset Pricing and Portfolio Choice Theory

By Kerry Back. 2010

141 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e9aba2ff68bddf8f7298709b2bf583b689c0bb7a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Yingzi Zhu
2. Luyang Chen
3. Jason Zhu
4. Markus Pelger
5. Guofu Zhou
6. David E. Rapach

In Finance

1. Yingzi Zhu
2. Luyang Chen
3. Jason Zhu
4. Markus Pelger
5. Guofu Zhou
6. Peter A. Forsyth
7. David E. Rapach
8. Paresh Kumar Narayan

Citations in the corpus

• Deep Learning in Asset Pricing (2019, background): “Dropout can be shown to be a form of ridge regularization and is only applied during the training.49 When doing 48See e.g. Ruder (2016) and Kingma and Ba (2014).”
• Technical analysis: An asset allocation perspective on the use of moving averages (2009, background): “See Ingersoll (1987) or Back (2006) for an excellent textbook exposition.”