文
论文分享
演练场
杂货铺
论文推荐
字
编辑器下载
登录
注册
Residual-Based Nodewise Regression in Factor Models with Ultra-High Dimensions: Analysis of Mean-Variance Portfolio Efficiency and Estimation of Out-of-Sample and Constrained Maximum Sharpe Ratios
复制论文ID
分享
摘要
作者
参考文献
暂无分享,去
创建一个
Gabriel F. R. Vasconcelos
|
M. Medeiros
|
Mehmet Caner
|
M. C. Medeiros
保存到论文桶