@article{diffusionfactormodelsgeneratinghigh, title = {Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure}, author = {Minshuo Chen and Renyuan Xu and Yumin Xu and Ruixun Zhang}, year = {2025}, eprint = {2504.06566}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2504.06566v2}, }