Graph-based multi-factor asset pricing model
Year of publication: |
2022
|
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Authors: | Son, Bumho ; Lee, Jaewook |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 44.2022, p. 1-9
|
Subject: | Asset pricing | Excess return | Graph convolutional network | Multi-Factor model | Network connectedness | CAPM | Kapitaleinkommen | Capital income | Unternehmensnetzwerk | Business network | Graphentheorie | Graph theory | Kapitalmarkttheorie | Financial economics |
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