Paper Review 8
- Review: 'Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach'
- Review: Factor Momentum
- Review: Factor Timing with Cross Sectional and Time-Series Predictors
- Review: 'Characteristics are covariances: A unified model of risk and return'
- Review: Factor Momentum Everywhere
- Review: Regime-Aware Factor Allocation with Optimal Feature Selection
- Review: Factor-Based Portfolio Optimization
- Empricial Asset Pricing via Machine Learning 논문 요약