Yumin Xu

Peking University

SCHOLARLY PAPERS

1

DOWNLOADS

444

TOTAL CITATIONS

0

Scholarly Papers (1)

1.

Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure

Number of pages: 69 Posted: 06 May 2025 Last Revised: 14 May 2025
Northwestern University, New York University, Peking University and Peking University
Downloads 444 (143,474)

Abstract:

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Generative Modeling, Diffusion Model, Asset Return Generation, Factor Model, Error Bound, Portfolio Construction