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High dimensional alpha test for the linear asset price model

  • LI, Danning (CoI)
  • DU, Lilun (PI)
  • LAN, Wei (CoI)
  • FENG, Long (CoI)
  • LIU, Bing Hui (CoI)

Project: Research

Project Details

Chinese Project Title

基于高维因子模型的市场有效性检验
StatusFinished
Effective start/end date1/05/191/05/20

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