中国科学院数学与系统科学研究院期刊网
中国A股的Group LASSO非参数样条估计多因子选股策略研究
陈一秋, 吕大永, 吴文锋
Study on the Application of Group LASSO and Non-Parametric Estimation Approaches in Multi-Factor Models for Stock Selection: Evidence From the Chinese A-share Market
Yiqiu CHEN, Dayong LÜ, Wenfeng WU
计量经济学报 . 2021, (2): 452 -468 .  DOI: 10.12012/CJoE2020-0036