Sustainable investing and the cross-section of returns and maximum drawdown
Year of publication: |
2022
|
---|---|
Authors: | Goldberg, Lisa ; Mouti, Saad |
Published in: |
The Journal of finance and data science : JFDS. - Amsterdam [u.a.] : Elsevier, ISSN 2405-9188, ZDB-ID 2837532-4. - Vol. 8.2022, p. 353-387
|
Subject: | Asset Pricing | Linear Regression | Machine learning | Maximum Drawdown | Neural Networks | Penalized Regression | Random Forest | Reduction Methods | Sustainable Investing | Neuronale Netze | Neural networks | Regressionsanalyse | Regression analysis | Künstliche Intelligenz | Artificial intelligence | Nachhaltige Kapitalanlage | Sustainable investment | Schätztheorie | Estimation theory | CAPM |
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