Dynamic Stock Selection Strategies: A Structured Factor Model Framework

By Carlos M. Carvalho, Hedibert Freitas Lopes, Omar Alejandro Aguilar, Manuel Mendoza. 2012

38 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Nicholas G. Polson
2. Guanhao Feng
3. Jingyu He

In Finance

1. Nicholas G. Polson
2. Guanhao Feng
3. Jingyu He
4. Markus Pelger
5. Jun Yu
6. Tim Bollerslev
7. N. Shephard
8. Mikhail Chernov

Citations in the corpus

• Deep Learning for Predicting Asset Returns (2018, methodology): “They provide an alternative to dynamic factor modeling, see Lopes and Carvalho (2007), Carvalho et al. (2011) and Carvalho et al. (2017).”