Work

Study on the Application of Group LASSO and Non-Parametric Estimation Approaches in Multi-Factor Models for Stock Selection: Evidence From the Chinese A-share Market

Year: 2021

Type: article

DOI: 10.12012/cjoe2020-0036

Authors: Chen Yiqiu, Lü Dayong, Wen-Feng Wu

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3182024918

FWCI: 0.196

Cites:

Cited by: 1

Related to: 10