Asset Pricing Models and Market Efficiency

Using Machine Learning to Explain Stock Market Anomalies

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Éditeur :

Palgrave Macmillan

Paru le : 2026-01-13

This book shows that the stock market returns of hundreds of anomaly portfolios discovered by researchers in finance over the past three decades can be explained by a recent asset pricing model dubbed the ZCAPM. Anomaly portfolios are long/short portfolio returns on stocks that cannot be explained b...
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Collection
n.c

Parution
2026-01-13

Pages
218 pages

EAN papier
9783031929007

James W. Kolari is the JP Morgan Chase Professor of Finance and Academic Director of the Global Corporate Banking Program in the Department of Finance at Texas A&M University, College Station, Texas, USA. Wei Liu is a Clinical Associate Professor of Finance in the Department of Finance at Texas A&M University, College Station, Texas, USA.  Before that, he was a senior quantitative analyst at USAA Bank in San Antonio, Texas as well as IberiaBank Corporation in Birmingham, Alabama. Jianhua Z. Huang is Presidential Chair Professor and Director of the Technology and Innovation Center for Digital Economy at School of Data Science, The Chinese University of Hong Kong, Shenzhen. Huiling Liao is currently working at the Illinois Institute of Technology in Chicago, Illinois. She previously was a Postdoctoral Associate with the Division of Biostatistics and Health Data Science at the University of Minnesota.

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EAN PDF
9783031929014
Prix
137,14 €
Nombre pages copiables
2
Nombre pages imprimables
21
Taille du fichier
11028 Ko
EAN EPUB
9783031929014
Prix
137,14 €
Nombre pages copiables
2
Nombre pages imprimables
21
Taille du fichier
7465 Ko

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