Concepedia

Markus Pelger

MP

24

Publications

1.9K

Citations

18

H-Index

2013

Active since

Affiliations

Stanford University(Current)

Centre for Economic Policy Research

London Business School

Chinese University of Hong Kong

Columbia University

Markus Pelger is an author at Stanford University specializing in statistics, finance, and factor models.

Top concepts

StatisticsFinanceFactor ModelsBusinessEngineeringEconometricsFinancial EconomicsEconomicsEducationData Science

Publications per year

2013–2024

24

Publications

24

Deep Learning in Asset Pricing

Luyang Chen, Markus Pelger, Jason Zhu · Management Science · 2023 · 361 citations

Empirical Finance, Engineering, Sharpe Ratio +16

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

Martin Lettau, Markus Pelger · Review of Financial Studies · 2020 · 318 citations

Empirical Finance, Asset Allocation, Internet Appendix +16

Estimating latent asset-pricing factors

Martin Lettau, Markus Pelger · Journal of Econometrics · 2020 · 168 citations

Economics, Latent Modeling, Financial Economics +8

Forest Through the Trees: Building Cross-Sections of Stock Returns

Svetlana Bryzgalova, Markus Pelger, Jason Zhu · SSRN Electronic Journal · 2019 · 144 citations · Full text

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

Martin Lettau, Markus Pelger · SSRN Electronic Journal · 2018 · 139 citations · Full text

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