59 Zhongguancun Street
Beijing, 100872
China
Renmin University
SSRN RANKINGS
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in Total Papers Citations
Forecasting, PCA, Big Data, Machine Learning, Supervised Learning
Bond Return Predictability, Real Time Macro Data, Vintage, PCA, Big Data, Machine Learning
Return Predictability, Economic Policy Uncertainty, Out-of-sample Forecasting, Asset Allocation, Chinese Stock Market
Bond Return Predictability, Monetary Policy Uncertainty, Out-of-sample Forecasting
Cross-sectional return predictability; firm characteristics; adaptive group LASSO; information aggregation
parametric portfolio choice, subset combination, model uncertainty, shrinkage
Portfolio Choice, Complete Subset Combination, Factor Model, Chinese Stock Market
