Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression Cole van Jaarsveldt,Gareth W. Peters,Matthew M. Ames,Mike J. ChantlerSocial Science Research Network（2023）引用 1|浏览2暂无评分关键词portfolios,risk,equityAI 理解论文溯源树样例生成溯源树，研究论文发展脉络Chat Paper正在生成论文摘要
