Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Mehrshad Motahari"'
Publikováno v:
The Journal of Financial Data Science. 3:9-30
Machine learning (ML) methods are attracting considerable attention among academics in the field of finance. However, it is commonly believed that ML has not transformed the asset management industry to the same extent as other sectors. This survey f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::286c5b0ee38332ccb01246f0b5373487
https://doi.org/10.3905/jfds.2021.1.071
https://doi.org/10.3905/jfds.2021.1.071
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4bedd28c5d5a85a324c6732521f690ea
https://doi.org/10.2139/ssrn.4314318
https://doi.org/10.2139/ssrn.4314318
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ba19056ab522eb24ee4576f172df8fa
https://doi.org/10.2139/ssrn.3692805
https://doi.org/10.2139/ssrn.3692805
Publikováno v:
SSRN Electronic Journal.
Artificial intelligence (AI) has a growing presence in asset management and has revolutionized the sector in many ways. It has improved portfolio management, trading, and risk management practices by increasing efficiency, accuracy, and compliance. I
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bbd64450ddd4895dc033371aa893f10b
https://doi.org/10.2139/ssrn.3510343
https://doi.org/10.2139/ssrn.3510343
Publikováno v:
SSRN Electronic Journal.
This study shows that investor preference for positively skewed payoffs is a common driver of mispricing across a wide range of market anomalies. Specifically, skewness-loving investors overweight overpriced stocks in their portfolios and in doing so
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5753d673d61d5130039826063762449a
https://doi.org/10.2139/ssrn.3166638
https://doi.org/10.2139/ssrn.3166638
Autor:
Mehrshad Motahari
Publikováno v:
SSRN Electronic Journal.
This study shows that market anomalies are stronger for stocks of firms headquartered in states with a history of better anomaly performance. Using a combined measure of mispricing based on 11 prominent anomaly strategies, I find that the level of mi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7db7e7068f76717205b1cfa2a9907385
https://doi.org/10.2139/ssrn.3277128
https://doi.org/10.2139/ssrn.3277128