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  • Using Machine Learning to Explain Stock Market Anomalies
    James W. Kolari; Wei Liu; Jianhua Z. Huang; Huiling Liao
    978-3-031-92901-4
    2026
    Edition 1
    • Discusses the different asset pricing models that have tried to explain anomalous portfolio returns in the stock market
    • Details a theoretical and empirical discussion of a new asset pricing model dubbed the ZCAPM
    • Provides extensive empirical evidence based on hundreds of U.S. stock anomaly portfolios

    €260

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