Estimating Stock Market Betas via Machine Learning

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Autoren

Externe Organisationen

  • Universität Hamburg
  • Universität des Saarlandes
Forschungs-netzwerk anzeigen

Details

OriginalspracheDeutsch
FachzeitschriftJournal of Financial and Quantitative Analysis
PublikationsstatusAngenommen/Im Druck - 2024

Zitieren

Estimating Stock Market Betas via Machine Learning. / Drobetz, Wolfgang; Hollstein, Fabian; Otto, Tizian et al.
in: Journal of Financial and Quantitative Analysis, 2024.

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Drobetz, Wolfgang ; Hollstein, Fabian ; Otto, Tizian et al. / Estimating Stock Market Betas via Machine Learning. in: Journal of Financial and Quantitative Analysis. 2024.
Download
@article{bc167131c50f43aa96c3d7de713d040c,
title = "Estimating Stock Market Betas via Machine Learning",
author = "Wolfgang Drobetz and Fabian Hollstein and Tizian Otto and Marcel Prokopczuk",
year = "2024",
language = "Deutsch",
journal = "Journal of Financial and Quantitative Analysis",
issn = "0022-1090",
publisher = "Cambridge University Press",

}

Download

TY - JOUR

T1 - Estimating Stock Market Betas via Machine Learning

AU - Drobetz, Wolfgang

AU - Hollstein, Fabian

AU - Otto, Tizian

AU - Prokopczuk, Marcel

PY - 2024

Y1 - 2024

M3 - Artikel

JO - Journal of Financial and Quantitative Analysis

JF - Journal of Financial and Quantitative Analysis

SN - 0022-1090

ER -

Von denselben Autoren