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SSRNML & AI Methods

Cyber Risk and Stock Returns

A machine learning algorithm that measures a firm's proximity to cyber risk outperforms traditional methods, with stocks at high cyber risk generating significant additional returns.

Featured in No. 36 on 7 Feb 2024 ·

Released
31 Oct 2023
First featured
No. 36 · 7 Feb 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4716975

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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