Adaptive Strategy of Testing Alphas in High Dimensional Linear Factor Pricing Models

ZHAO Chenxi, ZHAO Ping, FENG Long, WANG Zhaojun

系统科学与复杂性(英文) ›› 2024

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中国科学院数学与系统科学研究院期刊网
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系统科学与复杂性(英文) ›› 2024

Adaptive Strategy of Testing Alphas in High Dimensional Linear Factor Pricing Models

    ZHAO Chenxi, ZHAO Ping, FENG Long, WANG Zhaojun
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Adaptive Strategy of Testing Alphas in High Dimensional Linear Factor Pricing Models

    ZHAO Chenxi, ZHAO Ping, FENG Long, WANG Zhaojun
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