Georgi Nalbantov

ERIM, Erasmus University Rotterdam

PhD Candidate

p.a. Tinbergen Institute, H16-06

P.O. Box 1738

3000 DR Rotterdam

Netherlands

http://www.few.eur.nl/few/people/nalbantov/

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Equity Style Timing Using Support Vector Regressions

Number of pages: 22 Posted: 13 Jan 2005
Georgi Nalbantov, Rob Bauer and Ida Sprinkhuizen-Kuyper
ERIM, Erasmus University Rotterdam, Maastricht University and IKAT, Universiteit Maastricht
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Abstract:

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Stock returns, style timing, Support Vector Regression