Adaptive Strategy of Testing Alphas in High Dimensional Linear Factor Pricing Models

Journal of Systems Science and Complexity 2026 Open access

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Authors: Chenxi Zhao, Ping Zhao, Long Feng, Zhaojun Wang

DOI: 10.1007/s11424-026-4115-1

Cited by: 0

References: 27

Fields of Study & Subjects

Probability and Risk Models Statistical Methods and Inference

References 27