Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:17, 10 July 2024
scientific article; zbMATH DE number 7704457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models |
scientific article; zbMATH DE number 7704457 |
Statements
Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (English)
0 references
29 June 2023
0 references
