Milad Goodarzi

Goethe University Frankfurt

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Clustering-Based Sector Investing

SAFE Working Paper No. 397
Number of pages: 63 Posted: 03 Aug 2023
Matteo Bagnara and Milad Goodarzi
EDHEC Business School - Scientific Portfolio and Goethe University Frankfurt
Downloads 493 (125,644)

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Empirical Asset Pricing, Risk Premium, Machine Learning, Industry Clas-sification, Clustering

2.

A New Model Every Month? — Dynamic Model Selection for Stock Return Prediction

Number of pages: 46 Posted: 22 Jun 2023
Milad Goodarzi, Christian Schlag and Sebastian von den Hoff
Goethe University Frankfurt, Goethe University Frankfurt and IPConcept (Luxemburg) S.A.
Downloads 57 (801,333)

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Sparsity, LASSO, fusion penalty, Uncertainty