Multi-Horizon Equity Returns Predictability via Machine Learning
Year of publication: |
2021
|
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Authors: | Nechvatalova, Lenka |
Publisher: |
Prague : Charles University in Prague, Institute of Economic Studies (IES) |
Subject: | Machine learning | asset pricing | horizon predictability | anomalies |
Series: | IES Working Paper ; 2/2021 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1747746452 [GVK] hdl:10419/247369 [Handle] RePEc:fau:wpaper:wp2021_02 [RePEc] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G15 - International Financial Markets ; c55 |
Source: |
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