One Factor to Bind the Cross-Section of Returns

By Nicola Borri, Denis Chetverikov, Yukun Liu, Aleh Tsyvinski

Published 2024-04-15

Everscope rating

1843.9

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Non-linear single-factor asset pricing model. Problem types: Regression, Cross-Sectional Asset Pricing.

arXiv:2404.08129 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.