1331 7th St.
Berkeley, CA 94710
asset productivity, asset liquidity, value premium, growth stocks, ﬁrm volatility, noise, ICAPM, elasticity of expectations
social media, return predictability, volatility, twitter, stocktwits, pre open
Term structure, Nelson-Siegel models, regime switching, arbitrage free models
Krylov subspaces, singular systems, sample covariance matrix, global minimum variance portfolio
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