"Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient ..."

Runzhe Wan et al. (2022)

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DOI: 10.48550/ARXIV.2212.12845

access: open

type: Informal or Other Publication

metadata version: 2023-01-02

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Runzhe Wan, Yingying Li, Wenbin Lu, Rui Song:
Mining the Factor Zoo: Estimation of Latent Factor Models with Sufficient Proxies. CoRR abs/2212.12845 (2022)

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