Revisiting the Factor Zoo: How Time Horizon Impacts the Efficacy of Investment Factors
The returns of investments will not be utterly random over time (i.e., don't observe an ideal “random stroll”). This contrasts ...
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Exploring the Factor Zoo with a Machine-Learning Portfolio – QuantPedia
Exploring the Issue Zoo with a Machine-Studying Portfolio The most recent paper by Sak, H. and Chang, M. T., and ...