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
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2021, (2): 452
-468
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DOI: 10.12012/CJoE2020-0036