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

China Journal of Econometrics ›› 2021, Vol. 1 ›› Issue (2) : 452-468.

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China Journal of Econometrics ›› 2021, Vol. 1 ›› Issue (2) : 452-468. DOI: 10.12012/CJoE2020-0036

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

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2021, 1(2): 452-468 https://doi.org/10.12012/CJoE2020-0036

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