Estimating Asset Pricing Models in the Presence of Cross-Sectionally Correlated Pricing Errors

Factor investing: a unified view

Deep asset allocation for trend following investing

Managing downside risk of low-risk anomaly portfolios

Tactical factor allocation for multifactor portfolios

Time-series residual momentum strategies

Reduction of estimation error impact in the risk parity strategies

Enhanced factor investing in the Korean stock market

Deep time series forecasting for enhanced index tracking

Index tracking through deep latent representation learning