Tallenna
Asset Pricing Models and Market Efficiency
mso-bidi-font-family: Calibri;">This book shows that the stock market returns of hundreds of anomaly portfolios discovered by researchers in finance over the past three decades can be explained by a recent asset pricing model dubbed the ZCAPM.
- Alaotsikko
- Using Machine Learning to Explain Stock Market Anomalies
- Kirjailija
- James W. Kolari, Wei Liu, Jianhua Z. Huang, Huiling Liao
- ISBN
- 9783031929007
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 14.1.2026
- Kustantaja
- Springer International Publishing AG
- Sivumäärä
- 218
