Data Mining in Indian Equity Markets: building low Risk, Market beating Portfolios

Over the last five decades, business academics have identified over 300 determinants that potentially influence stock returns. However, we still do not know whether all return determinants are equally important, or whether there is a smaller set of determinants that has a disproportionately larger i...

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Bibliographic Details
Main Authors: S. R. Mitragotri, N. Patel
Format: Article
Language:Russian
Published: Government of the Russian Federation, Financial University 2023-10-01
Series:Финансы: теория и практика
Subjects:
Online Access:https://financetp.fa.ru/jour/article/view/2400
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