Ming Yuan

Columbia University

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

2

DOWNLOADS

719

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Tests of Asset Pricing Models with A Large Number of Assets

Number of pages: 55 Posted: 22 Mar 2018 Last Revised: 20 Jul 2021
Ai He, Dashan Huang, Ming Yuan and Guofu Zhou
University of South Carolina - Darla Moore School of Business, Singapore Management University - Lee Kong Chian School of Business, Columbia University and Washington University in St. Louis - John M. Olin Business School
Downloads 698 (46,138)
Citation 1

Abstract:

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Pricing error, GRS

2.

Factorisable Multitask Quantile Regression

Number of pages: 65 Posted: 09 Oct 2020
University of Missouri - Columbia, Blockchain Research Center and Columbia University
Downloads 21 (628,871)

Abstract:

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factor model, quantile regression, non-asymptotic analysis, multivariate regression, nuclear norm regularization