Clustering-based sector investing
Year of publication: |
[2023]
|
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Authors: | Bagnara, Matteo ; Goodarzi, Milad |
Publisher: |
[Frankfurt am Main] : Leibniz Institute for Financial Research SAFE, Sustainable Architecture for Finance in Europe |
Subject: | Empirical Asset Pricing | Risk Premium | Machine Learning | Industry Classification | Clustering | Risikoprämie | Risk premium | Regionales Cluster | Regional cluster | Kapitalmarkttheorie | Financial economics | Investition | Investment | Industrie | Manufacturing industries | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence |
Extent: | 1 Online-Ressource (circa 63 Seiten) Illustrationen |
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Series: | SAFE working paper. - Frankfurt am Main : SAFE, ZDB-ID 2745463-0. - Vol. no. 397 (August 2023) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/273735 [Handle] |
Classification: | G12 - Asset Pricing ; c55 ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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