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"Learning a Factor Model via Regularized PCA"

Yi-Hao Kao, Benjamin Van Roy (2011)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1111-6201
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1111-6201
Yi-Hao Kao, Benjamin Van Roy:
Learning a Factor Model via Regularized PCA. CoRR abs/1111.6201 (2011)

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