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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/200392
Neural networks for estimating Macro Asset Pricing model in football clubs
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The recent crisis caused by COVID-19 directly affected consumption habits and thestability sof financial markets. In particular, the football industry has been hit hard bythis pandemic and therefore has more volatile stock prices. Given this new scenario,further research is needed to accurately estimate the value of the shares of footballclubs. In this paper, we estimate an asset pricing model in football clubs with differentcompositions of risk nature using non-linear techniques of artificial neural networks.Usually, asset pricing models have been estimated with linear methods such as ordi-nary least squares (...)
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ALAMINOS AGUILERA, David, ESTEBAN LABRADOR, Ignacio and SALAS COMPAS, M. Belén. Neural networks for estimating Macro Asset Pricing model in football clubs. Intelligent Systems in Accounting. Finance and Management. Vol. 2023, num. 30, pags. 57-75. ISSN 1550-1949. [consulted: 9 of October of 2026]. Available at: https://hdl.handle.net/2445/200392