The Co-Pricing Factor Zoo

By Alexander Dickerson, Christian Julliard, Philippe Mueller

Published 2026-04-06

Everscope rating

1733.3

Relevance to quantitative trading

9 / 10

Implementation complexity

9 / 10

Reproducibility

5 / 5

About this paper

Methodology: Bayesian Model Averaging Stochastic Discount Factor (BMA-SDF). Problem types: Regression, Portfolio Optimization, Risk Management, Dimensionality Reduction, Model Selection, Time Series Forecasting, Density Estimation.

arXiv:2604.04430 · Code · Paper rankings

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