Junnan He

Sciences Po

28 Rue des Saints-Pères

Paris, 75007

France

SCHOLARLY PAPERS

2

DOWNLOADS

229

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

No Sparsity in Asset Pricing: Evidence from a Generic Statistical Test

Number of pages: 55 Posted: 26 Mar 2024
Junnan He, Lingxiao Zhao and Guofu Zhou
Sciences Po, Peking University HSBC Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 129 (422,433)

Abstract:

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JEL Classification: G12, C12 factor models, characteristic-based factors, sparsity, test

2.

Moderate Utility

Number of pages: 28 Posted: 24 Sep 2018 Last Revised: 15 Jul 2023
Junnan He and Paulo Natenzon
Sciences Po and Washington University in St. Louis - John M. Olin Business School
Downloads 100 (509,477)
Citation 1

Abstract:

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stochastic choice; discrete choice; transitivity; utility; similarity; differentiation