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Faculty of Busines and Mana...
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HUANG Tao
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2024
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International Review of Fin...
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Exploring the factor zoo with a machine-learning portfolio
Journal article
International Review of Financial Analysis,2024, volume: 96
Authors:
Sak, Halis
;
Huang, Tao
;
Chng, Michael T.
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Submit date：2024/11/04
Factor model
Firm characteristic
Return predictability
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