The talk will cover two extensions of the sufficient dimensional reduction method.In one project,we develop a semiparame......

Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variabl......

In this talk,we propose a factor-adjusted multiple testing(FAT)procedure based on factor-adjusted p-values in a linear f......

风险预算在国外正赢得学术界、养老基金和资产管理领域等许多方面的广泛关注,并认为是组合管理的一种创新.国内投资者日益认识到投......