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 ›› 2024

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中国科学院数学与系统科学研究院期刊网
JSSC
PDF(589 KB)
Journal of Systems Science & Complexity ›› 2024

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

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