資産価格モデルと市場の効率性：株式市場のアノマリーを機械学習を用いて説明する Asset Pricing Models and Market Efficiency : Using Machine Learning to Explain Stock Market Anomalies

Kolari, James W./ Liu, Wei/ Huang, Jianhua Z.

Palgrave Macmillan（2026/01発売）

• 製本 Hardcover:ハードカバー版／ページ数 218 p.
• 商品コード 9783031929007

Full Description

mso-bidi-font-family: Calibri;">This book shows that the stock market returns of hundreds of anomaly portfolios discovered by researchers in finance over the past three decades can be explained by a recent asset pricing model dubbed the ZCAPM.