SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Statistical Industry Classification · Study

PreprintShelves

PreprintStatistical Industry Classification

Zura Kakushadze2016

OA

Preprintgreen2016

Statistical Industry Classification

Zura Kakushadze · Willie Yu

18 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Advanced Clustering Algorithms Research Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 18 citations exist upstream.

References

2002Determining the Number of Factors in Approximate Factor Models 1994The Sharpe Ratio 1993A Test for the Number of Factors in an Approximate Factor Model 2017Active Portfolio Management 1996Active Portfolio Management.2014Mean-reversion and optimization 2016Multifactor risk models and heterotic CAPM 2015Heterotic Risk Models

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2017Statistical risk modelsarticle · 6 shared references 2016Multifactor risk models and heterotic CAPMarticle · 4 shared references 2004Honey, I Shrunk the Sample Covariance Matrixarticle · 3 shared references 1998The Information Ratioarticle · 3 shared references 2002Forecasting Using Principal Components From a Large Number of Predictorsarticle · 2 shared references 2003Inferential Theory for Factor Models of Large Dimensionsarticle · 2 shared references

Details

Year2016

Typepreprint

Published2016-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations18

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.2139/ssrn.2802753

openalex_workW2467015065

Links

Imported from OpenAlex (CC0) — nothing here is generated.