Estimating Stock Market Betas via Machine Learning

authored by: Wolfgang Drobetz, Fabian Hollstein, Tizian Otto, Marcel Prokopczuk
Organisation(s): Institute of Finance and Commodity Markets
External Organisation(s): Universität Hamburg
Saarland University
Type: Article
Journal: Journal of Financial and Quantitative Analysis
ISSN: 0022-1090
Publication date: 2024
Publication status: Accepted/In press
Peer reviewed: Yes
Electronic version(s): https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3933048 (Access: Open)