@article{highdimensionalestimationandmultifactor,
  title = {High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model},
  author = {Liao Zhu and Sumanta Basu and Robert A. Jarrow and Martin T. Wells},
  year = {2018},
  eprint = {1804.08472},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1804.08472v7},
}