Exploring Low-Risk Anomalies: A Dynamic CAPM Utilizing a Machine Learning Approach
Low-risk pricing anomalies, characterized by lower returns in higher-risk stocks, are prevalent in equity markets and challenge traditional asset pricing theory. Previous studies primarily relied on linear regression methods, which analyze a limited number of factors and overlook the advantages of m...
| المؤلفون الرئيسيون: | , |
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| التنسيق: | مقال |
| اللغة: | English |
| منشور في: |
MDPI AG
2023-07-01
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| سلاسل: | Mathematics |
| الموضوعات: | |
| الوصول للمادة أونلاين: | https://www.mdpi.com/2227-7390/11/14/3220 |