@article{publication-22386,
	author={De Nard, Gianluca and Hediger, Simon and Leippold, Markus},
	doi={10.1002/for.2859},
	issn={0277-6693},
	journal={Journal of Forecasting},
	number=6,
	pages={1217-1247},
	publisher={Wiley-Blackwell Publishing, Inc.},
	title={Subsampled Factor Models for Asset Pricing: The Rise of Vasa},
	volume=41,
	year=2022,
}