Estimating Stock Market Betas via Machine Learning
Wolfgang Drobetz; Fabian Hollstein; Tizian Otto; Marcel Prokopczuk
- Published
- Publisher
- Cambridge University Press (CUP)
- Journal / collection
- Journal of Financial and Quantitative Analysis
- Research area
- AI & compute
- Source type
- Journal article
- DOI
- 10.1017/s0022109024000036
The original publisher provides the full text and its access options.
Cite this source
Wolfgang Drobetz; Fabian Hollstein; Tizian Otto; Marcel Prokopczuk. Estimating Stock Market Betas via Machine Learning. Journal of Financial and Quantitative Analysis. 2024-02-08. https://doi.org/10.1017/s0022109024000036