---
title: Sparse Modeling with Grouped Heterogeneity for Asset Pricing
url: https://www.ml-quant.com/papers/ssrn/4511953/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4511953
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4511953
featured: 2023-07-19
citations: unknown
topic: Asset Pricing & Factors
---


# Sparse Modeling with Grouped Heterogeneity for Asset Pricing

The paper presents a framework for clustering observations and selecting variables in panel data, aiming for economic interpretation and effective use of big data.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4511953
- Identifier: SSRN 4511953
- Released: 2023-07-15
- First featured: Quant Letter No. 8 (2023-07-19): https://www.ml-quant.com/issues/2023-07-19/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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