Factor Timing China
The paper proposes a factor timing strategy using deep learning and 146 characteristic-based factors, which performs better than other portfolios, especially in the Chinese stock market.
Featured in No. 56 on 10 Jul 2024 ·
- Released
- 20 May 2023
- First featured
- No. 56 · 10 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 52
- Identifier
- RePEc:bla:acctfi:v:63:y:2023:i:1:p:485-505
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).