Forecasting betas with random forests
Author:
Affiliation:
1. Department of Finance and Economics, McCoy College of Business, Texas State University, San Marcos, TX, USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2021.1912278
Reference7 articles.
1. The theory and practice of corporate finance: evidence from the field
2. THE EFFECT OF THE FIRM'S CAPITAL STRUCTURE ON THE SYSTEMATIC RISK OF COMMON STOCKS
3. Back to the Beginning: Persistence and the Cross-Section of Corporate Capital Structure
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