An Asymmetric Capital Asset Pricing Model

By Abdulnasser Hatemi-J

Published 2024-05-01

Everscope rating

1071.5

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

4 / 5

About this paper

Methodology: Asymmetric Capital Asset Pricing Model. Problem types: Risk Management, Portfolio Optimization.

arXiv:2404.14137 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.