CFA Institute Research and Policy Center
Authors propose a framework for equity factor timing in a high-dimensional setting, using shrinkage to enhance out-of-sample performance. Empirical results show sizable gains, even for factors built solely from large-cap stocks.
Welcome to Startups Community (Asia) Ltd, the premier hub for technology startups, investors, corporate customers and innovators across Asia. We are thrilled to have you join our dynamic and fast-growing community.
Room 3, 10/F, Kwan Chart Tower, 6 Tonnochy Road, Wanchai, Hong Kong
Sign up for a Newsletter.
