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Peer-reviewedLicence not statedJournal of the American Statistical Association

Prediction When Factors are Weak

  • Stefano Giglio1,2,3,4
  • Dacheng Xiu5,6
  • Dake Zhang7,6
7 affiliations
  1. 1Yale University
  2. 2Centre for Economic Policy Research (CEPR)
  3. 3National Bureau of Economic Research (NBER)
  4. 4Yale School of Management
  5. 5University of Chicago
  6. 6University of Chicago - Booth School of Business
  7. 7Shanghai Jiao Tong University
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Cite

BibTeXRIS
BibTeX
@article{giglio2026prediction,
  title = {{Prediction When Factors are Weak}},
  author = {Stefano Giglio and Dacheng Xiu and Dake Zhang},
  journal = {Journal of the American Statistical Association},
  year = {2026},
  month = sep,
  doi = {10.1080/01621459.2026.2721776},
  url = {https://doi.org/10.2139/ssrn.4397485},
}
RIS
TY  - JOUR
TI  - Prediction When Factors are Weak
AU  - Stefano Giglio
AU  - Dacheng Xiu
AU  - Dake Zhang
PY  - 2026
DA  - 2026/09/01
JO  - Journal of the American Statistical Association
DO  - 10.1080/01621459.2026.2721776
UR  - https://doi.org/10.2139/ssrn.4397485
SN  - 0162-1459
SN  - 1537-274X
ER  -