Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression

Cole van Jaarsveldt, Gareth W. Peters, Matthew Ames, Mike Chantler. Long/Short Equity Risk Premia Parity Portfolios via Implicit Factors in Regularized Covariance Regression. IEEE Access, 12:119405-119432, 2024. [doi]

Abstract

Abstract is missing.