Taming the global factor zoo
Jian Chen, Yufeng Han, Guohao Tang, Yifeng Zhu
| Year of publication: |
2026
|
|---|---|
| Authors: | Chen, Jian ; Han, Yufeng ; Tang, Guohao ; Zhu, Yifeng |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 160.2026, Art.-No. 103466, p. 1-17
|
| Subject: | Machine learning | Anomalies | Global factor models | International asset pricing | CAPM | Künstliche Intelligenz | Artificial intelligence | Kapitalmarkttheorie | Capital market theory | Welt | World | Internationaler Finanzmarkt | International financial market | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2025.103466 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015579692