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Exploring the Factor ZOO with a Machine-Learning Portfolio

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Academic paper

Exploring the Factor Zoo With A Machine-Learning Portfolio

AuthorsHalis Sak; Michael T. Chng; Tao Huang

Institute
  • Shenzhen University
  • Independent - affiliation not provided to SSRN
  • Beijing Normal-Hong Kong Baptist University
  • Hong Kong Baptist University
  • Beijing Normal University
  • Beijing Normal University-Hong Kong Baptist University United International College

Paper linkhttps://papers.ssrn.com/sol3/papers.cfm?abstract_id=4418633

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