Work

A machine learning based asset pricing factor model comparison on anomaly portfolios

Year: 2021

Type: article

Source: Economics Letters

DOI: 10.1016/j.econlet.2021.109919

Authors: Ming Fang, Stephen Taylor

Institution: New Jersey Institute of Technology

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3164800675

FWCI: 1.766

Cites: 38

Cited by: 16

Related to: 10