Mehmet Caner
- Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models
2020/02/05 by Mehmet Caner, Caner, Mehmet, Marcelo Medeiros +3 · 1 citation
Computer Science · Mathematics · Physics and Astronomy · #Advanced Graph Neural Networks #Complex Network Analysis Techniques #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM) #Random Matrices and Applications #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)