The paper "Estimating Stock Market Betas via Machine Learning" from W. Drobetz, F. Hollstein, T. Otto and M. Prokopczuk was accepted for publication by the Journal of Financial and Quantitative Analysis.
The paper "Estimating Stock Market Betas via Machine Learning" from W. Drobetz, F. Hollstein, T. Otto and M. Prokopczuk was accepted for publication by the Journal of Financial and Quantitative Analysis.