On the public citation graph

Data Uncertainty in Financial Information

https://doi.org/10.2139/ssrn.5375231
0 signed · 45 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/bf02310791openalex-snapshot
Analysis of Individual Differences in Multidimensional Scaling Via an N-way Generalization of “Eckart-Young” Decomposition
inferredcites →https://doi.org/10.1016/0022-0531(76)90046-6openalex-snapshot
The arbitrage theory of capital asset pricing
inferredcites →https://doi.org/10.1016/0022-0531(82)90098-9openalex-snapshot
A simple approach to arbitrage pricing theory
inferredcites →https://doi.org/10.1016/0196-6774(90)90014-6openalex-snapshot
Tensor rank is NP-complete
inferredcites →https://doi.org/10.1016/j.jeconom.2022.04.005openalex-snapshot
Large dimensional latent factor modeling with missing observations and applications to causal inference
inferredcites →https://doi.org/10.1016/j.jeconom.2023.105544openalex-snapshot
High-dimensional low-rank tensor autoregressive time series modeling
inferredcites →https://doi.org/10.1016/j.jeconom.2025.105974openalex-snapshot
Tensor time series imputation through tensor factor modelling
inferredcites →https://doi.org/10.1016/j.jeconom.2025.105995openalex-snapshot
Supervised factor modeling for high-dimensional linear time series
inferredcites →https://doi.org/10.1016/j.jeconom.2025.106066openalex-snapshot
Model uncertainty in the cross-section of stock returns
inferredcites →https://doi.org/10.1016/j.jeconom.2025.106167openalex-snapshot
Estimation and inference for CP tensor factor models
inferredcites →https://doi.org/10.1016/j.jfineco.2019.05.001openalex-snapshot
Characteristics are covariances: A unified model of risk and return
inferredcites →https://doi.org/10.1016/j.jfineco.2019.06.008openalex-snapshot
Shrinking the cross-section
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103815openalex-snapshot
Missing values handling for machine learning portfolios
inferredcites →https://doi.org/10.1016/s0304-405x(00)00044-1openalex-snapshot
Comparing asset pricing models: an investment perspective
inferredcites →https://doi.org/10.1016/s0304-405x(02)00131-9openalex-snapshot
Stock return predictability and model uncertainty
inferredcites →https://doi.org/10.1017/s0022109000004129openalex-snapshot
Optimal Portfolio Choice with Parameter Uncertainty
inferredcites →https://doi.org/10.1017/s0022109010000335openalex-snapshot
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice Under Parameter Uncertainty
inferredcites →https://doi.org/10.1080/01621459.1986.10478280openalex-snapshot
Multiple Imputation for Interval Estimation From Simple Random Samples With Ignorable Nonresponse
inferredcites →https://doi.org/10.1080/01621459.1993.10594302openalex-snapshot
Pattern-Mixture Models for Multivariate Incomplete Data
inferredcites →https://doi.org/10.1080/01621459.1996.10476908openalex-snapshot
Multiple Imputation After 18+ Years
inferredcites →https://doi.org/10.1093/rfs/hhaa009openalex-snapshot
Empirical Asset Pricing via Machine Learning
inferredcites →https://doi.org/10.1093/rfs/hhae003openalex-snapshot
Missing Data in Asset Pricing Panels
inferredcites →https://doi.org/10.1093/rfs/hhae036openalex-snapshot
Missing Financial Data
inferredcites →https://doi.org/10.1093/rfs/hhg059openalex-snapshot
Stock Return Predictability and Asset Pricing Models
inferredcites →https://doi.org/10.1093/rfs/hhl003openalex-snapshot
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
inferredcites →https://doi.org/10.1093/rfs/hhu068openalex-snapshot
Digesting Anomalies: An Investment Approach
inferredcites →https://doi.org/10.1093/rfs/hhw001openalex-snapshot
Robust Bayesian Portfolio Choices
inferredcites →https://doi.org/10.1111/0022-1082.00204openalex-snapshot
Portfolio Selection and Asset Pricing Models
inferredcites →https://doi.org/10.1111/j.1540-6261.1984.tb03890.xopenalex-snapshot
Some Results in the Theory of Arbitrage Pricing
inferredcites →https://doi.org/10.1111/jofi.12607openalex-snapshot
Comparing Asset Pricing Models
inferredcites →https://doi.org/10.1111/jofi.12854openalex-snapshot
On Comparing Asset Pricing Models
inferredcites →https://doi.org/10.1111/jofi.13197openalex-snapshot
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
inferredcites →https://doi.org/10.1111/jofi.13249openalex-snapshot
Is There a Replication Crisis in Finance?
inferredcites →https://doi.org/10.1137/07070111xopenalex-snapshot
Tensor Decompositions and Applications
inferredcites →https://doi.org/10.2139/ssrn.4003455openalex-snapshot
Empirical Asset Pricing with Missing Data
inferredcites →https://doi.org/10.2139/ssrn.4582335openalex-snapshot
High-Dimensional Factor Models and the Factor Zoo
inferredcites →https://doi.org/10.2139/ssrn.4791809openalex-snapshot
Tensor Pca for Factor Models
inferredcites →https://doi.org/10.2139/ssrn.671981openalex-snapshot
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
inferredcites →https://doi.org/10.2307/1269814openalex-snapshot
Statistical Analysis With Missing Data
inferredcites →https://doi.org/10.2307/1912275openalex-snapshot
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
inferredcites →https://doi.org/10.2307/1912352openalex-snapshot
Sample Selection Bias as a Specification Error
inferredcites →https://doi.org/10.3386/w33070openalex-snapshot
The Statistical Limit of Arbitrage
inferredcites →https://doi.org/10.48550/arxiv.2207.13071openalex-snapshot
Missing Values Handling for Machine Learning Portfolios
inferredcites →https://doi.org/10.48550/arxiv.2312.00346openalex-snapshot
Supervised Factor Modeling for High-Dimensional Linear Time Series
inferredcites →https://doi.org/10.48550/arxiv.2403.13153openalex-snapshot
Tensor Time Series Imputation through Tensor Factor Modelling
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.