VoxEU Column Artificial intelligence and asset pricing: The power of transformers Bryan Kelly Boris Kuznetsov Semyon Malamud Teng Andrea Xu 6 Apr 2025 Artificial Intelligence Financial Markets
Discussion paper DP19999 A Test of the Efficiency of a Given Portfolio in High Dimensions Mikhail Chernov Bryan Kelly Semyon Malamud Johannes Schwab 5 Mar 2025 Asset Pricing C12 C40 C55 C57 G12
Discussion paper DP18814 Signaling with Debt Currency Choice Egemen Eren Semyon Malamud Haonan Zhou 5 Feb 2024 International Macroeconomics and Finance Banking and Corporate Finance D82 F34 G01 G15 G32
Discussion paper DP18813 Money Market Funds and the Pricing of Near-Money Assets Sebastian Doerr Egemen Eren Semyon Malamud 5 Feb 2024 Asset Pricing Banking and Corporate Finance E44 G11 G12 G23
Discussion paper DP18812 Complexity in Factor Pricing Models Antoine Didisheim Barry Ke Bryan Kelly Semyon Malamud 5 Feb 2024 Asset Pricing C3 C58 C61 G11 G12 G14
Discussion paper DP17193 International Pecking Order Egemen Eren Semyon Malamud Haonan Zhou 7 Apr 2022 Financial Economics International Macroeconomics and Finance D82 F34 G01 G15 G32
Discussion paper DP17194 The Virtue of Complexity in Return Prediction Bryan Kelly Semyon Malamud Kangying Zhou 7 Apr 2022 Financial Economics C3 C58 C61 G11 G12 G14
Discussion paper DP15859 Optimal Transport of Information Semyon Malamud Anna Cieslak Andreas Schrimpf 28 Feb 2021 Financial Economics D82 D83
Discussion paper DP13391 Dominant Currency Debt Egemen Eren Semyon Malamud 13 Dec 2018 Financial Economics International Macroeconomics and Finance E44 E52 F33 F34 F41 F42 F44 G01 G15 G32
Discussion paper DP13182 An Intermediation-Based Model of Exchange Rates Semyon Malamud Andreas Schrimpf 16 Sep 2018 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations E44 E52 F31 F33 G13 G15 G23
Discussion paper DP12623 Intermediation markups and monetary policy pass-through Semyon Malamud Andreas Schrimpf 19 Jan 2018 Financial Economics Monetary Economics and Fluctuations G12 E52 E40 E44
Discussion paper DP11468 Market Integration and Global Crashes Semyon Malamud 28 Aug 2016 Financial Economics International Macroeconomics and Finance G01 G12 F62 F65 F36