Unraveling Option Return Predictability: A Regularization Approach to Factor Selection in High Dimensions

Additional Metadata
Keywords	Option Predictability, Regularization, Dimension Reduction, Shrinkage, Factor Selection, High Dimensional Data
Thesis Advisor	Cosemans, Mathijs, Ralcheva, Aleksandrina
Persistent URL	hdl.handle.net/2105/79673
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	de Jong, Fleur. (2025). Unraveling Option Return Predictability: A Regularization Approach to Factor Selection in High Dimensions. In Finance & Investments.http://hdl.handle.net/2105/79673

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