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

ZHAO Chenxi, ZHAO Ping, FENG Long, WANG Zhaojun

Journal of Systems Science & Complexity ›› 2026, Vol. 39 ›› Issue (3) : 1184-1206.

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Journal of Systems Science & Complexity ›› 2026, Vol. 39 ›› Issue (3) : 1184-1206. DOI: 10.1007/s11424-026-4115-1

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

  • ZHAO Chenxi, ZHAO Ping, FENG Long, WANG Zhaojun
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science & Complexity, 2026, 39(3): 1184-1206 https://doi.org/10.1007/s11424-026-4115-1

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