The Expected Returns on Machine-Learning Strategies
Despite high turnover rates and the selection of hard-to-arbitrage stocks, machine learning strategies can predict profitable returns that common risk factors cannot explain, according to a study.
Featured in No. 34 on 23 Jan 2024 · · 2 citations today
- Released
- 18 Nov 2023
- First featured
- No. 34 · 23 Jan 2024
- Citations (Semantic Scholar)
- 2
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- 0
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- Identifier
- SSRN 4702406
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