Estimating Security Betas via Machine Learning
Year of publication: |
[2021]
|
---|---|
Authors: | Drobetz, Wolfgang ; Hollstein, Fabian ; Otto, Tizian ; Prokopczuk, Marcel |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | CAPM | Betafaktor | Beta risk | Lernprozess | Learning process |
Extent: | 1 Online-Ressource (63 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 29, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3933048 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; c58 ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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