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

Systems Engineering - Theory & Practice ›› 2024, Vol. 44 ›› Issue (9) : 2993-3005.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2024, Vol. 44 ›› Issue (9) : 2993-3005. DOI: 10.12011/SETP2023-0831

Research on the marginal effectiveness of Chinese stock markets’ pricing factors: Application of double-selection LASSO model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2024, 44(9): 2993-3005 https://doi.org/10.12011/SETP2023-0831

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