Jialiang Li, Video: Factor models for asset returns based on transformed factors

Jialiang Li, Video: Factor models for asset returns based on transformed factors

Jialiang Li, Factor models for asset returns based on transformed factors, New and Evolving Roles of Shrinkage in Large-Scale Prediction and Inference, BIRS, BIRS talk, 19w5188, math, mathematics, video

Banff International Research Station

Banff International Research Station

presentation

mpeg4

223M

http://www.birs.ca/events/2019/5-day-workshops/19w5188/videos

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