Publication | Closed Access
Sharpe Ratio analysis in high dimensions: Residual-based nodewise regression in factor models
14
Citations
34
References
2022
Year
Parallel AnalysisLatent ModelingHigh DimensionsHigh-dimensional MethodMatrix FactorizationFactor ModelsLatent Variable ModelBiostatisticsStatistical InferenceSharpe Ratio AnalysisPublic HealthFunctional Data AnalysisStatistics
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