ABFR Webinar with Semyon Malamud and Paul Schneider

[@tom.spitters]

Might one suggest that there are nor "many" nor "few" economic and financial factors affecting stock returns, either on the entity level or the cross section of stock returns, but that returns should in fact depend upon analytical financial metrics as established, and the model discussed might possibly depend on or integrate the overall significance of each of these and how they are tied together. I will try to read the paper under discussion, and the presentation reminds me clearly of considerations, and past readings on dynamic programming. Your discussing different statistical value metrics in this program is extremely captivating, and nonetheless this did not incorporate uncertainty or uncertainties of your model and the role of this, including different types of risks in the obtaining or achieving desired stock returns or in the predictions offered by a model as illustrated.