Is there a replication crisis in finance? TI Jensen, B Kelly, LH Pedersen The Journal of Finance 78 (5), 2465-2518, 2023 | 467 | 2023 |
Machine learning and the implementable efficient frontier TI Jensen, BT Kelly, S Malamud, LH Pedersen Swiss Finance Institute Research Paper, 2024 | 59 | 2024 |
In search of the true greenium M Eskildsen, M Ibert, TI Jensen, LH Pedersen Available at SSRN, 2024 | 37 | 2024 |
Subjective risk and return TI Jensen | 17 | 2022 |
Forthcoming. Is there a replication crisis in finance TI Jensen, BT Kelly, LH Pedersen Journal of Finance, 0 | 8 | |
Is there a replication crisis in finance?(No. w28432) TI Jensen, BT Kelly, LH Pedersen National Bureau of Economic Research, 2021 | 6 | 2021 |
Global Factor Data Documentation TI Jensen, B Kelly, LH Pedersen SSRN, 2021 | 5 | 2021 |
Big Data Asset Pricing: Exercises TI Jensen, LH Pedersen Available at SSRN 4074865, 2023 | | 2023 |
Essays on Empirical Asset Pricing TI Jensen Copenhagen Business School [Phd], 2023 | | 2023 |
Research Paper Series N 22-63 TI Jensen, B Kelly, S Malamud, LH Pedersen, E Frontier | | |