Can machine learning methods predict beta?
Emmanuel Alanis, Vance Lesseig, Janet D. Payne and Margot Quijano
| Year of publication: |
2025
|
|---|---|
| Authors: | Alanis, Emmanuel ; Lesseig, Vance ; Payne, Janet D. ; Quijano, Margot |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 57.2025, 21, p. 2742-2756
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| Subject: | asset beta | comparable company analysis | Equity beta | machine learning | Künstliche Intelligenz | Artificial intelligence | Betafaktor | Beta risk | CAPM | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2331039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015442863