| dc.contributor.author | Bianchi, D | |
| dc.date.accessioned | 2020-05-27T12:58:48Z | |
| dc.date.available | 2020-04-08 | |
| dc.date.available | 2020-05-27T12:58:48Z | |
| dc.identifier.issn | 0893-9454 | |
| dc.identifier.uri | https://qmro.qmul.ac.uk/xmlui/handle/123456789/64394 | |
| dc.language.iso | en | en_US |
| dc.publisher | Oxford University Press (OUP) | en_US |
| dc.relation.ispartof | The Review of Financial Studies | |
| dc.rights | This article is published and distributed under the terms of the Oxford University Press, Standard Journals Publication Model (https://academic.oup.com/journals/pages/open_access/funder_policies/chorus/standard_publication_model) | |
| dc.title | Bond Risk Premia with Machine Learning | en_US |
| dc.type | Article | en_US |
| dc.rights.holder | © The Author(s) 2020. Published by Oxford University Press on behalf of The Society for Financial Studies. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com. | |
| pubs.notes | Not known | en_US |
| pubs.publication-status | Accepted | en_US |
| dcterms.dateAccepted | 2020-04-08 | |
| rioxxterms.funder | Default funder | en_US |
| rioxxterms.identifier.project | Default project | en_US |
