Markus Pelger

发表的论文9 篇，按出版时间

1. 1
   Stripping the Discount Curve—A Robust Machine Learning ApproachManagement Science202522
2. 2
   Deep Learning Statistical ArbitrageManagement Science202535
3. 3
   Forest through the Trees: Building Cross‐Sections of Stock ReturnsJournal of Finance2025171
4. 4
   Missing Financial DataReview of Financial Studies202477
5. 5
   Machine-learning the skill of mutual fund managersJournal of Financial Economics2023108
6. 6
   Deep Learning in Asset PricingManagement Science2023489
7. 7
   Understanding Systematic Risk: A High‐Frequency ApproachJournal of Finance2020115
8. 8
   Factors That Fit the Time Series and Cross-Section of Stock ReturnsReview of Financial Studies2020335
9. 9
   Contingent Capital, Tail Risk, and Debt-Induced CollapseReview of Financial Studies201751