"Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in ..."

Cole van Jaarsveldt et al. (2024)

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DOI: 10.1109/ACCESS.2024.3444479

access: open

type: Journal Article

metadata version: 2025-05-01

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Cole van Jaarsveldt, Gareth W. Peters, Matthew Ames, Mike Chantler:
Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression. IEEE Access 12: 119405-119432 (2024)

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