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pro vyhledávání: '"Tobek, Ondrej"'
This paper presents a method for accurately predicting the full distribution of stock returns, given a comprehensive set of 194 stock characteristics and market variables. Such distributions, learned from rich data using a machine learning algorithm,
Externí odkaz:
http://arxiv.org/abs/2408.07497
Autor:
Tobek, Ondrej, Hronec, Martin
Publikováno v:
In Journal of Financial Markets November 2021 56
Autor:
Tobek, Ondrej
This dissertation is broadly describing predictability of returns on individual stocks in international context. The first chapter covers required prerequisites for any study of fundamental anomalies outside the US. The second chapter studies the pre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1cb108061e5ff381af0841d6bc4e4b94
Autor:
Tobek, Ondrej, Hronec, Martin
We study the role of the choice of a fundamental database on the portfolio returns of a set of 74 fundamental anomalies. We benchmark Compustat by comparing it to Datastream in the US and find systematic differences in the raw financial statements ac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::c06338d8b1a537aea37da0529b69d05b
https://hdl.handle.net/10419/203194
https://hdl.handle.net/10419/203194