High-dimensional test for alpha in linear factor pricing models with sparse alternatives (Q2673200)
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scientific article; zbMATH DE number 7538794
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| English | High-dimensional test for alpha in linear factor pricing models with sparse alternatives |
scientific article; zbMATH DE number 7538794 |
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High-dimensional test for alpha in linear factor pricing models with sparse alternatives (English)
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9 June 2022
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high dimensionality
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linear factor pricing model
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securities in stock markets
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sparse alternatives
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tests for alpha
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