A large-dimensional test for cross-sectional anomalies : efficient sorting revisited
Gianluca De Nard, Zhao Zhao
| Year of publication: |
2022
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|---|---|
| Authors: | De Nard, Gianluca ; Zhao, Zhao |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 654-676
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| Subject: | Anomalies | Cross-section of returns | Efficient sorting | Large dimensions | Markowitz portfolio selection | Nonlinear shrinkage | Portfolio-Management | Portfolio selection | Theorie | Theory | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | CAPM | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342641