Author:
Chen Jia,Li Degui,Linton Oliver
Subject
Applied Mathematics,Economics and Econometrics
Reference44 articles.
1. Variable selection for portfolio choice;Aït-Sahalia;J. Finance,2001
2. An Introduction to Multivariate Statistical Analysis;Anderson,2003
3. Asset Pricing and Portfolio Choice Theory;Back,2010
4. Determining the number of factors in approximate factor models;Bai;Econometrica,2002
5. Covariance regularization by thresholding;Bickel;Ann. Statist.,2008
Cited by
16 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献