A Synthetic Regression Model for Large Portfolio Allocation

Li, Gaorong, Huang, Lei, Yang, Jin et al. (1 more author) (2021) A Synthetic Regression Model for Large Portfolio Allocation. Journal of Business and Economic Statistics. pp. 1665-1677. ISSN 0735-0015

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Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

© 2021 The Author(s).
Dates:
  • Accepted: 21 July 2021
  • Published: 31 August 2021
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 22 Jul 2021 14:20
Last Modified: 15 Apr 2024 23:18
Published Version: https://doi.org/10.1080/07350015.2021.1961787
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1080/07350015.2021.1961787

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Description: A Synthetic Regression Model for Large Portfolio Allocation

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