Talk page

Title:
Factor models for asset returns based on transformed factors

Speaker:
Jialiang Li

Link:
http://www.birs.ca/events/2019/5-day-workshops/19w5188/videos/watch/201904100948-Li.html

Workshop:
Birs- 19w5188: New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference