Best Practices in Research for Quantitative Equity Strategies

By Joseph A. Cerniglia, Frank J Fabozzi 3, Petter N. Kolm. 2016

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Masaya Abe
2. Hideki Nakayama
3. Longbing Cao
4. Omer Berat Sezer
5. Ze Hu

Citations in the corpus

• Deep Learning for Forecasting Stock Returns in the Cross-Section (2018, background): “Moreover, the approach is classified as “Multifactor Strategies,” which invests in equities based on multiple characteristics that replicate how investors make decisions [13] .”