Skip to main content

Browsing by Author Ke, Yuan

Showing results 1 to 2 of 2
Publication DateArticle TitleAuthor(s)
22-Mar-2016Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk PremiaFan, Jianqing; Ke, Yuan; Liao, Yuan
May-2020Factor-Adjusted Regularized Model SelectionFan, Jianqing; Ke, Yuan; Wang, Kaizheng