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11/05/2021
Predicting Mortality from Credit Reports
Data on hundreds of variables related to individual consumer finance beh...
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04/16/2020
Short-Term Covid-19 Forecast for Latecomers
The number of Covid-19 cases is increasing dramatically worldwide. There...
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02/05/2020
Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice
In this paper, we analyze maximum Sharpe ratio when the number of assets...
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08/10/2018