Dissecting Characteristics NonparametricallyJoachim Freyberger, Michael Weber2017-01-01preprintSSRN Electronic Journal280 citationsgreenNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesStatistical Methods and InferenceStock Market Forecasting MethodsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 280 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1992The Cross-Section of Expected Stock Returns1973Risk, Return, and Equilibrium: Empirical Tests2014A five-factor asset pricing model1985Does the Stock Market Overreact?1996Multifactor Explanations of Asset Pricing Anomalies2006The Cross‐Section of Volatility and Expected Returns1979An intertemporal asset pricing model with stochastic consumption and investment opportunitiesCited by2023Option Return Predictability with Machine Learning and Big Data2019A Transaction-Cost Perspective on the Multitude of Firm Characteristics2025Forest through the Trees: Building Cross‐Sections of Stock Returns2022Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models2022Chasing the ESG factor2019A diagnostic Criterion for approximate factor structure2020A Survey of Fintech Research and Policy Discussion2018Measuring Skewness Premia