Daniel Xia

Independent Researcher

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

37

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, Daniel Xia and Daniel Xia
University of Washington and affiliation not provided to SSRNIndependent Researcher
Downloads 28 (588,280)

Abstract:

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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, Daniel Xia and Daniel Xia
University of Washington and affiliation not provided to SSRNIndependent Researcher
Downloads 9 (725,343)

Abstract:

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