Items where Author is "Bryzgalova, S"

Article

Bryzgalova, S, Huang, J and Julliard, C (2023) Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. Journal of Finance, 78 (1). pp. 487-557. ISSN 0022-1082

Monograph

Bryzgalova, S, Pelger, M and Zhu, J (2020) Forest Through the Trees: Building Cross-Sections of Stock Returns. Working Paper. Social Sciences Research Network.

Bryzgalova, S, Huang, J and Julliard, C (2020) Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. Working Paper. Social Sciences Research Network.

Bryzgalova, S and Julliard, C (2020) Consumption in Asset Returns. Discussion Paper. Systemic Risk Centre Discussion Papers DP 92.