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...
Saved in:
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Stock Portfolio Optimization of Several Companies Engaged in Renewable Energy for Investment Decision-Making Using the Markowitz Model
by: Moch Panji Agung Saputra, et al.
Published: (2025-01-01) -
The Impact of Loan Portfolio Returns on Stock Returns: The Moderating Role of Solvency in Jordanian Commercial Banks
by: Z. Al-Slehat
Published: (2023-05-01) -
Optimization Modeling of Investment Portfolios Using The Mean-VaR Method with Target Return and ARIMA-GARCH
by: Arla Aglia Yasmin, et al.
Published: (2025-03-01) -
Hidden-layer configurations in reinforcement learning models for stock portfolio optimization
by: Patrick Kevin Aritonang, et al.
Published: (2025-03-01) -
Indonesian Banking Stock Portfolio Optimization Based on Ridge Regression Prediction
by: Moch Panji Agung Saputra, et al.
Published: (2025-05-01)