Number of alphas.
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https://figshare.com/articles/dataset/Number_of_alphas_/23809430
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This table reports the number of alphas using test portfolios and the observable Fama–French (FF) factor model in Panel A and the conditional autoencoder (CA) model in Panel B. Alpha is the mean difference between the actual return and the model estimation. The significance of alpha is judged based on the t-values of 1.96 and 2.58 according to the 95% and 99% significance levels, respectively.
创建时间：
2023-07-31
