Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets (Q4613412)
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scientific article; zbMATH DE number 7010254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets |
scientific article; zbMATH DE number 7010254 |
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Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets (English)
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31 January 2019
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large panel
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factor model
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risk premium
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asset pricing
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sparsity
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thresholding
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