1 citations · 1 across the 2 of their papers we have counts for
2 papers
stat.ME2023★ 1 cited
Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient Proxies
Runzhe Wan, Yingying Li, Wenbin Lu +1
Latent factor model estimation typically relies on either using domain knowledge to manually pick several observed covariates as factor proxies, or purely conducting multivariate a…
stat.ML2022
Statistical Learning for Individualized Asset Allocation
Yi Ding, Yingying Li, Rui Song
We establish a high-dimensional statistical learning framework for individualized asset allocation. Our proposed methodology addresses continuous-action decision-making with a larg…