Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (Q6108258)
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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 |
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Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models (English)
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29 June 2023
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