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Computational Statistics & Data Analysis 47 (2004) 775 790 www.elsevier.com/locate/csda Isotonic single-index model for high-dimensional database marketing Prasad A. Nail, Chilling Tsai Graduate School
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The isotonic single-index model is a statistical model used in finance to estimate the risk and return of a portfolio. It assumes that the relationship between the securities in the portfolio and the overall market can be represented by a single-index.
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