A Synthetic Regression Model for Large Portfolio Allocation

Gaorong Li, Lei Huang, Jin Yang, Wenyang Zhang

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1665-1677
Journal	Journal of Business and Economic Statistics
Volume	40
Issue number	4
DOIs	https://doi.org/10.1080/07350015.2021.1961787
Publication status	Published - 31 Aug 2021

Access to Document

@article{2fd09add88654092b0074f1c151807a0,

title = "A Synthetic Regression Model for Large Portfolio Allocation",

author = "Gaorong Li and Lei Huang and Jin Yang and Wenyang Zhang",

note = "{\textcopyright} 2021 The Author(s).",

year = "2021",

month = aug,

day = "31",

doi = "10.1080/07350015.2021.1961787",

language = "English",

volume = "40",

pages = "1665--1677",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "American Statistical Association",

number = "4",

}

TY - JOUR

T1 - A Synthetic Regression Model for Large Portfolio Allocation

AU - Li, Gaorong

AU - Huang, Lei

AU - Yang, Jin

AU - Zhang, Wenyang

PY - 2021/8/31

Y1 - 2021/8/31

U2 - 10.1080/07350015.2021.1961787

DO - 10.1080/07350015.2021.1961787

M3 - Article

SN - 0735-0015

VL - 40

SP - 1665

EP - 1677

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

IS - 4

ER -