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    Items where City Author is "Sun, Chuanping"

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    Article

    Sun, C. ORCID: 0000-0003-4081-2815 (2025). A correlation-robust shrinkage estimator: Oracle inequality and an application on out-of-sample factor selection. Economics Letters, 255, article number 112480. doi: 10.1016/j.econlet.2025.112480

    Sun, C. ORCID: 0000-0003-4081-2815 (2024). Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach. Journal of Empirical Finance, 77, article number 101497. doi: 10.1016/j.jempfin.2024.101497

    Kazuhiro, H. & Sun, C. (2022). A Toolkit for Exploiting Contemporaneous Stock Correlations. Journal of Empirical Finance, 65, pp. 99-124. doi: 10.1016/j.jempfin.2021.11.003

    This list was generated on Thu Aug 14 03:06:30 2025 UTC.