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Select Publications

By Dr Rachida Ouysse

Preprints

Ouysse R, 2017, Constrained Principal Components Estimation of Large Approximate Factor Models, http://dx.doi.org/10.2139/ssrn.2956211

Ouysse R, 2013, Forecasting Using a Large Number of Predictors: Bayesian Model Averaging Versus Principal Components Regression, http://dx.doi.org/10.2139/ssrn.2250902

Ouysse R, Asset Pricing with Endogenous State-Dependent Risk Aversion, http://dx.doi.org/10.2139/ssrn.3536084


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