Author:
Bianchi Stephen W.,Goldberg Lisa R.,Rosenberg Allan
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Cited by
7 articles.
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1. Dynamic prediction of portfolio riskiness in financial markets based on multi-factor quantitative models;Applied Mathematics and Nonlinear Sciences;2024-01-01
2. James–Stein for the leading eigenvector;Proceedings of the National Academy of Sciences;2023-01-05
3. The Dispersion Bias;SIAM Journal on Financial Mathematics;2022-05-03
4. Better Betas;The Journal of Portfolio Management;2020-10-31
5. Equally weighted cardinality constrained portfolio selection via factor models;Optimization Letters;2020-03-17