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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.
- Undertittel
- Using Machine Learning to Explain Stock Market Anomalies
- Forfatter
- James W. Kolari, Wei Liu, Jianhua Z. Huang, Huiling Liao
- ISBN
- 9783031929007
- Språk
- Engelsk
- Vekt
- 446 gram
- Utgivelsesdato
- 14.1.2026
- Antall sider
- 218
