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Title | Authors / Editors | Date | |
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A diagnostic criterion for approximate factor structure | Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier | 2019 |
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Estimation of large dimensional conditional factor models in finance | Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier | 2019 |
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Skill, scale, and value creation in the mutual fund industry | Barras, Laurent; Scaillet, Olivier; Gagliardini, Patrick | 2021 |
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The Cross-Sectional Distribution of Fund Skill Measures | Barras, Laurent; Gagliardini, Patrick; Scaillet, Olivier | 2018 |
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Tikhonov regularization for nonparametric instrumental variable estimators | Gagliardini, Patrick; Scaillet, Olivier | 2012 |
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Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets | Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier | 2016 |
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Time-varying risk premium in large cross-sectional equity datasets | Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier | 2010 |