SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Concept drift mining of portfolio selection factors in stock market · Study

ArticleShelves

ArticleConcept drift mining of portfolio selection factors in stock market

Yong Qiang Hu2015

Article2015

Concept drift mining of portfolio selection factors in stock market

Yong Qiang Hu · Kang Liu · Xiangzhou Zhang · Kang Xie · Weiqi Chen · Yuran Zeng +1 more

18 citations·0/0 files stored·Electronic Commerce Research and Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Stock Market Forecasting Methods Bayesian Modeling and Causal Inference

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 18 citations exist upstream.

References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1973Risk, Return, and Equilibrium: Empirical Tests 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]1996Multifactor Explanations of Asset Pricing Anomalies 1981

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2011My Life in Financereview · 14 shared references 2014Two Pillars of Asset Pricingarticle · 13 shared references 2011Empirical cross-sectional asset pricing: a surveyarticle · 13 shared references 2003Value versus Glamourarticle · 12 shared references 2012Determinants of Expected Stock Returns: Large Sample Evidence from the German Marketarticle · 12 shared references 2014Industry concentration, excess returns and innovation in A ustraliaarticle · 12 shared references

Details

Year2015

Typearticle

Published2015-07-08

VenueElectronic Commerce Research and Applications

ISSN-L1567-4223

Languageen

Citations18

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.elerap.2015.06.002

openalex_workW770907932

Links

Imported from OpenAlex (CC0) — nothing here is generated.

The relationship between return and market value of common stocks