Svetlana Bryzgalova

Finance · 2020

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #8,212 of 10,518 by trust here, #9,725 by citations
• Economics and Econometrics — 10 citations into it; #17,896 of 23,481 by trust here, #22,128 by citations
• Management Science and Operations Research — 8 citations into it

Whom Svetlana Bryzgalova trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. John H. Cochrane
2. Hui Zou
3. Martin Lettau
4. Trevor J. Hastie
5. Eugene F. Fama
6. Markus Pelger
7. Jianqing Fan
8. Narasimhan Jegadeesh
9. Benjamin Moritz
10. Ian Martin

Who trusts Svetlana Bryzgalova overall

1. Luyang Chen
2. Markus Pelger

Papers from Svetlana Bryzgalova's perspective

Ordered by how strongly the researchers Svetlana Bryzgalova trusts endorse each paper. Same corpus, a different order for every researcher.

1. Addendum: Regularization and variable selection via the elastic net
2. Presidential Address: Discount Rates
3. Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns
4. Factors That Fit the Time Series and Cross-Section of Stock Returns (The Review of financial studies)
5. Market Efficiency in the Age of Big Data (Social Science Research Network)
6. PROJECTED PRINCIPAL COMPONENT ANALYSIS IN FACTOR MODELS
7. Regression Shrinkage and Selection via the Lasso
8. Model selection and estimation in regression with grouped variables
9. The Adaptive Lasso and Its Oracle Properties
10. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Their papers

• Forest Through the Trees: Building Cross-Sections of Stock Returns (2020) — 84 citations