{"title":"Regression Asset Pricing and Investment","authors":"Tingting Ye, Liangliang Zhang","doi":"10.2139/ssrn.3386467","DOIUrl":null,"url":null,"abstract":"In this paper, we propose several regression asset pricing techniques. Applications in investment are studied and our methodologies yield superior results.","PeriodicalId":314238,"journal":{"name":"Boston: Finance (Topic)","volume":"44 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-05-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Boston: Finance (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3386467","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, we propose several regression asset pricing techniques. Applications in investment are studied and our methodologies yield superior results.