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Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Du, Jin, Walter, Alexander, Ulrich, Maxim
Formato:	Preprint
Publicado:	2026
Materias:	Statistical Finance
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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