THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL (Q6182058)
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scientific article; zbMATH DE number 7793178
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL |
scientific article; zbMATH DE number 7793178 |
Statements
THE LOW-VOLATILITY ANOMALY AND THE ADAPTIVE MULTI-FACTOR MODEL (English)
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23 January 2024
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low-volatility anomaly
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AMF model
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GIBS algorithm
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high-dimensional statistics
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machine learning
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false discovery rate
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0.6674252152442932
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0.6660346984863281
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0.6478678584098816
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0.6469908952713013
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0.6393725872039795
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