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