The correlation structure of anomaly strategies
Paul Geertsema, Helen Lu
| Year of publication: |
2020
|
|---|---|
| Authors: | Geertsema, Paul ; Lu, Helen |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 119.2020, p. 1-39
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| Subject: | Anomalies | Asset pricing | Cluster analysis | Correlation | Machine learning | Korrelation | Clusteranalyse | Künstliche Intelligenz | Artificial intelligence | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105934 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012521278