Reference13 articles.
1. Estimating high dimensional covariance matrices and its applications;Bai;Ann. Econ. Finan.,2011
2. Bai, J., Liao, Y., 2013. Statistical inferences using large estimated covariances for panel data and factor models. Working paper, Columbia University.
3. Capital market equilibrium with restricted borrowing;Black;J. Business,1972
4. Risk and return in an equilibrium APT: application of a new test methodology;Connor;J. Finan. Econ.,1988
5. Risk, returns and equilibrium: empirical tests;Fama;J. Polit. Econ.,1973
Cited by
24 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献