FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3137872797> ?p ?o ?g. }

• W3137872797 abstract "Over the years, top journals have published hundreds of characteristics to explain stock return, but many have lost significance. What fundamentally affects the time-varying significance of characteristics? We combine machine-learning (ML) and portfolio analysis to uncover patterns in significant characteristics. We train ML models on 106 characteristics to predict stock returns. From out-of-sample ML portfolio analysis, we reverse-engineer important characteristics that ML models uncover, which are unobservable. The ML portfolio’s dominant characteristics rotate between proxies for investor arbitrage constraint and firm financial constraint. We show that the credit cycle could fundamentally explain cross-sectional stock return over time." @default.
• W3137872797 created "2021-03-29" @default.
• W3137872797 creator A5026244838 @default.
• W3137872797 creator A5053850302 @default.
• W3137872797 creator A5080999831 @default.
• W3137872797 date "2018-01-01" @default.
• W3137872797 modified "2023-10-01" @default.
• W3137872797 title "Rise of the Machine-Learning Portfolio" @default.
• W3137872797 cites W1994228146 @default.
• W3137872797 cites W1995834279 @default.
• W3137872797 cites W2011277479 @default.
• W3137872797 cites W2015800048 @default.
• W3137872797 cites W2039034091 @default.
• W3137872797 cites W2056132907 @default.
• W3137872797 cites W2084050624 @default.
• W3137872797 cites W2104795328 @default.
• W3137872797 cites W2109718988 @default.
• W3137872797 cites W2112797280 @default.
• W3137872797 cites W2113208252 @default.
• W3137872797 cites W2113305199 @default.
• W3137872797 cites W2122298188 @default.
• W3137872797 cites W2124532504 @default.
• W3137872797 cites W2136120210 @default.
• W3137872797 cites W2142241680 @default.
• W3137872797 cites W2166215547 @default.
• W3137872797 cites W2167101736 @default.
• W3137872797 cites W2609300041 @default.
• W3137872797 cites W2980306936 @default.
• W3137872797 cites W3037166537 @default.
• W3137872797 cites W3121401171 @default.
• W3137872797 cites W3122225907 @default.
• W3137872797 cites W3122244915 @default.
• W3137872797 cites W3122570839 @default.
• W3137872797 cites W3125660845 @default.
• W3137872797 cites W3126009762 @default.
• W3137872797 cites W3126138541 @default.
• W3137872797 cites W4205539948 @default.
• W3137872797 cites W4237239309 @default.
• W3137872797 cites W4249977334 @default.
• W3137872797 doi "https://doi.org/10.2139/ssrn.3202277" @default.
• W3137872797 hasPublicationYear "2018" @default.
• W3137872797 type Work @default.
• W3137872797 sameAs 3137872797 @default.
• W3137872797 citedByCount "0" @default.
• W3137872797 crossrefType "journal-article" @default.
• W3137872797 hasAuthorship W3137872797A5026244838 @default.
• W3137872797 hasAuthorship W3137872797A5053850302 @default.
• W3137872797 hasAuthorship W3137872797A5080999831 @default.
• W3137872797 hasConcept C106159729 @default.
• W3137872797 hasConcept C127413603 @default.
• W3137872797 hasConcept C149782125 @default.
• W3137872797 hasConcept C160623529 @default.
• W3137872797 hasConcept C162324750 @default.
• W3137872797 hasConcept C204036174 @default.
• W3137872797 hasConcept C2524010 @default.
• W3137872797 hasConcept C2776036281 @default.
• W3137872797 hasConcept C2780695315 @default.
• W3137872797 hasConcept C2780821815 @default.
• W3137872797 hasConcept C33923547 @default.
• W3137872797 hasConcept C41008148 @default.
• W3137872797 hasConcept C78519656 @default.
• W3137872797 hasConceptScore W3137872797C106159729 @default.
• W3137872797 hasConceptScore W3137872797C127413603 @default.
• W3137872797 hasConceptScore W3137872797C149782125 @default.
• W3137872797 hasConceptScore W3137872797C160623529 @default.
• W3137872797 hasConceptScore W3137872797C162324750 @default.
• W3137872797 hasConceptScore W3137872797C204036174 @default.
• W3137872797 hasConceptScore W3137872797C2524010 @default.
• W3137872797 hasConceptScore W3137872797C2776036281 @default.
• W3137872797 hasConceptScore W3137872797C2780695315 @default.
• W3137872797 hasConceptScore W3137872797C2780821815 @default.
• W3137872797 hasConceptScore W3137872797C33923547 @default.
• W3137872797 hasConceptScore W3137872797C41008148 @default.
• W3137872797 hasConceptScore W3137872797C78519656 @default.
• W3137872797 hasLocation W31378727971 @default.
• W3137872797 hasOpenAccess W3137872797 @default.
• W3137872797 hasPrimaryLocation W31378727971 @default.
• W3137872797 hasRelatedWork W2006898087 @default.
• W3137872797 hasRelatedWork W2110964150 @default.
• W3137872797 hasRelatedWork W2121610132 @default.
• W3137872797 hasRelatedWork W2155004199 @default.
• W3137872797 hasRelatedWork W2282680708 @default.
• W3137872797 hasRelatedWork W2291108100 @default.
• W3137872797 hasRelatedWork W2505997875 @default.
• W3137872797 hasRelatedWork W2583157648 @default.
• W3137872797 hasRelatedWork W2769237325 @default.
• W3137872797 hasRelatedWork W2804463420 @default.
• W3137872797 hasRelatedWork W2899708007 @default.
• W3137872797 hasRelatedWork W3024150041 @default.
• W3137872797 hasRelatedWork W3083817687 @default.
• W3137872797 hasRelatedWork W3121525302 @default.
• W3137872797 hasRelatedWork W3123121277 @default.
• W3137872797 hasRelatedWork W3124513782 @default.
• W3137872797 hasRelatedWork W3160037390 @default.
• W3137872797 hasRelatedWork W3196886780 @default.
• W3137872797 hasRelatedWork W3203529235 @default.
• W3137872797 hasRelatedWork W886210614 @default.
• W3137872797 isParatext "false" @default.
• W3137872797 isRetracted "false" @default.
• W3137872797 magId "3137872797" @default.

• next