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DP14266 Taming the Factor Zoo: A Test of New Factors 智库出版物
2020
作者:  Stefano Giglio;  Guanhao Feng;  Dacheng Xiu
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Factors  Stochastic discount factor  Post-selection inference  Regularized two-pass estimation  Variable selection  Machine learning  Lasso  Elastic net  Pca  
DP6590 Export Diversification: What?s behind the Hump? 智库出版物
2007
作者:  Olivier Cadot;  Vanessa Strauss-Kahn;  Céline Carrère
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Asset pricing  Dynamic portfolio strategies  Representing portfolios  Stochastic discount factors  
DP3133 International Technology Diffusion 智库出版物
2002
作者:  Wolfgang Keller
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Forex  Market efficiency  risk premium  Stochastic discount factors  Garch