Sparse Modeling Under Grouped Heterogeneity with an Application to Asset Pricing
Year of publication: |
July 2023
|
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Authors: | Cong, Lin William ; Feng, Guanhao ; He, Jingyu ; Li, Junye |
Institutions: | National Bureau of Economic Research (issuing body) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Modellierung | Scientific modelling | CAPM | Bayes-Statistik | Bayesian inference | Theorie | Theory |
Extent: | 1 Online-Ressource illustrations (black and white) |
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Series: | NBER working paper series ; no. w31424 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Hardcopy version available to institutional subscribers |
Other identifiers: | 10.3386/w31424 [DOI] |
Classification: | C11 - Bayesian Analysis ; c38 ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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