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SSRNML & AI Methods

Predicting Beta

Machine Learning algorithms enhance the precision of estimating equity betas for private or nontraded assets, particularly for smaller, younger firms with unique capital structures.

Featured in No. 43 on 3 Apr 2024 ·

Released
1 Jan 2024
First featured
No. 43 · 3 Apr 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
SSRN 4778123

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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