{"title":"\u30ea\u30bf\u30fc\u30f3\u4e88\u6e2c\u306b\u304a\u3051\u308b\u8907\u96d1\u6027\u306e\u5229\u70b9","type":"rich","author_url":"https://blog.hatena.ne.jp/himaginary/","version":"1.0","height":"190","published":"2022-07-16 23:59:00","width":"100%","image_url":null,"author_name":"himaginary","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fhimaginary.hatenablog.com%2Fentry%2F20220716%2FVirtue_of_Complexity\" title=\"\u30ea\u30bf\u30fc\u30f3\u4e88\u6e2c\u306b\u304a\u3051\u308b\u8907\u96d1\u6027\u306e\u5229\u70b9 - himaginary\u2019s diary\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","provider_url":"https://hatena.blog","blog_title":"himaginary\u2019s diary","provider_name":"Hatena Blog","categories":["\u7d4c\u6e08"],"description":"\u3068\u3044\u3046NBER\u8ad6\u6587\u304c\u4e0a\u304c\u3063\u3066\u3044\u308b\uff08\u6628\u5e7412\u6708\u6642\u70b9\u306eungated\uff08SSRN\uff09\u7248\uff09\u3002\u539f\u984c\u306f\u300cThe Virtue of Complexity in Return Prediction\u300d\u3067\u3001\u8457\u8005\u306fBryan T. Kelly\uff08\u30a4\u30a7\u30fc\u30eb\u5927\uff09\u3001Semyon Malamud\uff08Swiss Finance Institute\uff09\u3001Kangying Zhou\uff08\u30a4\u30a7\u30fc\u30eb\u5927\uff09\u3002 \u4ee5\u4e0b\u306f\u305d\u306e\u8981\u65e8\u3002 The extant literature predicts market returns with \u201csimple\u201d models that use only a few parameters. Contrary to \u2026","url":"https://himaginary.hatenablog.com/entry/20220716/Virtue_of_Complexity","blog_url":"https://himaginary.hatenablog.com/"}