Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models

Academic journals

Publication Date

10/12/2022

Journal of Finance

Publication Authors

Svetlana Bryzgalova

Jiantao Huang

Christian Julliard

Svetlana Bryzgalova, Jiantao Huang, Christian Julliard (2023). Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. Journal of Finance, 78 (1), 487-557

doi: 10.1111/jofi.13197