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Journal of Business & Economic Statistics Volume 40, 2022 - Issue 4
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Articles

A Synthetic Regression Model for Large Portfolio Allocation

Gaorong Lia School of Statistics, Beijing Normal University, Beijing, ChinaView further author information
,
Lei Huangb School of Mathematics, Southwest Jiaotong UniversityView further author information
,
Jin Yangc School of Statistics and Data Sciences, Nankai University, Tianjin, ChinaView further author information
&
Wenyang Zhangd Department of Mathematics, University of York, York, UKCorrespondence[email protected]
View further author information
Pages 1665-1677 | Published online: 31 Aug 2021
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A Synthetic Regression Model for Large Portfolio Allocation
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