Theory and Empirics

Readings

The following readings are for reference only and will not be tested. However, reading them is encouraged as they offer a view of the material based on theory and empirics.

Robo-Advising

• Interpreting Factor Models. Kozak, S., Nagel, S. & Santosh, S. (2017). Journal of Finance, Forthcoming. Retrieved on October 5, 2020 from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2945654