Regularized Factor Portfolio for Cross-sectional Multifactor Models
Crossref DOI link: https://doi.org/10.1007/s13171-020-00201-8
Published Online: 2020-05-12
Published Print: 2022-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Huang, Mian
Yu, Shangbing
Yao, Weixin https://orcid.org/0000-0001-5925-5081
Text and Data Mining valid from 2020-05-12
Version of Record valid from 2020-05-12
Article History
Received: 14 June 2019
First Online: 12 May 2020