Asset pricing models and market efficiency : using machine learning to explain stock market anomalies /
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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Bibliographic Details
| Other Authors: |
Kolari, James W.
(Editor),
Liu, Wei
(Editor),
Huang, Jianhua Z.
(Editor),
Liao, Huiling
(Editor) |
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| Format: | eBook
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| Language: | English |
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| Published: |
Cham, Switzerland :
Palgrave Macmillan, an imprint of Springer Nature Switzerland AG,
[2026]
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| Subjects: | |
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