Concepedia

Concept drift mining of portfolio selection factors in stock market

Yong Hu, Kang Liu, Xiangzhou Zhang, Kang Xie, Weiqi Chen, Yuran Zeng, Mei Liu

Electronic Commerce Research and Applications · 2015 · 17 citations · 54 references

DOI

Concepts

References

54

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

William F. Sharpe · The Journal of Finance · 1964 · 17.4K citations

, , +17

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

, , +16

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

, , +17

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

The Review of Economics and Statistics · 1965 · 6.9K citations

, , +17

Multifactor Explanations of Asset Pricing Anomalies

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1996 · 6.5K citations · Full text

, , +16