基于双重选择LASSO模型的我国股市定价因子边际有效性研究
毛杰, 陈宓舟, 许磊, 杜树楷
Research on the marginal effectiveness of Chinese stock markets’ pricing factors: Application of double-selection LASSO model
MAO Jie, CHEN Mizhou, XU Lei, DU Shukai
系统工程理论与实践
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2024, (9): 2993
-3005
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DOI: 10.12011/SETP2023-0831
