A comparison of CAPM and Fama-French three-factor model under Machine Learning approaching
With the economy experiencing rapid growth in recent years, more individuals have started venturing into the stock market. Precisely forecasting the rate of return can mitigate investment risks for stock investors and significantly enhance their investment returns. The Capital Asset Pricing Model (...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEECA
2023-12-01
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| Series: | Journal of Eastern European and Central Asian Research |
| Subjects: | |
| Online Access: | https://ieeca.org/journal/index.php/JEECAR/article/view/1402 |