Developing a Hybrid Model to Estimate Expected Return Based on Genetic Algorithm
<strong>Objective:</strong> Capital asset pricing model (CAPM) has been among the most common models to estimate the expected return. In the standard CAPM model, a) the beta coefficient is fixed and b) the relationship between stock returns and market returns is assumed to be linear. Whi...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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University of Tehran
2019-05-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_71567_56283bcda7539e9b1affc7c4ae0f7d8e.pdf |