Markus Pelger

Latest Institution: Columbia University

All Institutions: Stanford University; Columbia University


Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Estimating Latent Asset-Pricing Factors

Year: 2018
Journal: Journal of Econometrics
Authors: Martin Lettau; Markus Pelger

Factors that Fit the Time Series and Cross-Section of Stock Returns

Year: 2018
Journal: Review of Financial Studies
Authors: Martin Lettau; Markus Pelger

Estimating Latent Asset-Pricing Factors

Year: 2018
Journal: No Journal Matched
Authors: Martin Lettau; Markus Pelger

Factors that Fit the Time Series and Cross Section of Stock Returns

Year: 2018
Journal: No Journal Matched
Authors: Martin Lettau; Markus Pelger

Machine Learning the Skill of Mutual Fund Managers

Year: 2022
Journal: Journal of Financial Economics
Authors: Ron Kaniel; Zihan Lin; Markus Pelger; Stijn van Nieuwerburgh

Machine Learning and the Skill of Mutual Fund Managers

Year: 2023
Journal: No Journal Matched
Authors: Ron Kaniel; Zihan Lin; Markus Pelger; Stijn van Nieuwerburgh


Author Disambiguation

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