Zhang, Chengzhao and Huang, Xun and Li, Hairong and Zhao, Jingxin (2024) Quantitative Research on Stock Multi-Factor Models in Empirical Investment. In: Proceedings of the 3rd International Conference on Public Management, Digital Economy and Internet Technology, ICPDI 2024, September 6–8, 2024, Jinan, China.
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Abstract
This study aims to empirically examine the efficacy of a multi-factor model in quantitative stock investment. The model integrates various factors such as value, size, momentum, and volatility, which are well-established in academic research and have been shown to significantly influence stock retur
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 18:19 |
| Last Modified: | 16 Apr 2026 21:59 |
| URI: | http://eprints.eai.eu/id/eprint/51968 |
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