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Developing Multivariate Models to Predict Abnormal Stock Returns - Using Cross-sectional Differences to Identify Stocks with Above Average Return Expectations

Alwyn J. Hoffman. Developing Multivariate Models to Predict Abnormal Stock Returns - Using Cross-sectional Differences to Identify Stocks with Above Average Return Expectations. In Joaquim Filipe, Janusz Kacprzyk, editors, ICFC-ICNC 2010 - Proceedings of the International Conference on Fuzzy Computation and International Conference on Neural Computation, [parts of the International Joint Conference on Computational Intelligence IJCCI 2010], Valencia, Spain, October 24-26, 2. pages 411-419, SciTePress, 2010.

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