Spara
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.
- Undertitel
- Using Machine Learning to Explain Stock Market Anomalies
- Författare
- James W. Kolari, Wei Liu, Jianhua Z. Huang, Huiling Liao
- ISBN
- 9783031929007
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2026-01-14
- Sidor
- 218
