Statistics
Publications
8
Citations
1.2K
H-Index
8
Active since
2013
Alex R. Horenstein is an author at University of Miami specializing in economics, factor models, and factor analysis.
Publications per year
2013–2024
8
8
Eigenvalue Ratio Test for the Number of Factors
Seung C. Ahn, Alex R. Horenstein · Econometrica · 2013 · 952 citations
Albert J. Menkveld, Anna Dreber, Felix Holzmeister et al. · The Journal of Finance · 2024 · 92 citations · Full text
Common Factors in Equity Option Returns
Alex R. Horenstein, Aurelio Vasquez, Xiao Xiao · SSRN Electronic Journal · 2018 · 30 citations · Full text
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