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Shrinking Factor Dimension: A Reduced-Rank Approach
Ai He
, Dashan Huang
, Jiaen Li
, Guofu Zhou
Research output
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Contribution to journal
›
Article
›
peer-review
14
Scopus citations
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Dive into the research topics of 'Shrinking Factor Dimension: A Reduced-Rank Approach'. Together they form a unique fingerprint.
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Keyphrases
Reduced Rank
100%
Ranking Approach
100%
Factor Dimension
100%
Shrinking Factor
100%
Five-factor Model
50%
Principal Coordinate Analysis (PCoA)
25%
Large Set
25%
Partial Least Squares Structural Equation Modeling (PLS-SEM)
25%
Least Absolute Shrinkage and Selection Operator (LASSO)
25%
Factor Model
25%
Operator Model
25%
Expected Stock Returns
25%
Pricing Errors
25%
Stock Level
25%
Individual Stocks
25%
Computer Science
Least Squares Method
100%
Principal Components
100%
Component Analysis
100%
Selection Operator
100%
Individual Stock
100%
Economics, Econometrics and Finance
Factor Model
100%
Principal Components
33%
Pricing
33%
Capital Market Returns
33%