中国科学院数学与系统科学研究院期刊网
CJE
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, (2): 452 -468 .  DOI: 10.12012/CJoE2020-0036