Daniel Xia

Independent Researcher

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

60

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Robust Time Series Factor Models

Number of pages: 27 Posted: 16 Aug 2021
R. Douglas Martin and Daniel Xia
University of Washington and Independent Researcheraffiliation not provided to SSRN
Downloads 40 (529,644)

Abstract:

Loading...

Robust regression, time-series factor models, bias, variance, efficiency

2.

Efficient Bias Robust Cross Section Factor Models

Number of pages: 38 Posted: 13 Sep 2021
R. Douglas Martin and Daniel Xia
University of Washington and Independent Researcheraffiliation not provided to SSRN
Downloads 20 (649,065)

Abstract:

Loading...

Robust regression, cross-section factor models, outliers, bias, variance, MSE eciency, priced factors