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Compressed sensing

Suppose x is an unknown vector in Ropfm (a digital image or signal); we plan to measure n general linear functionals of x and then reconstruct. If x is known to be compressible ...

2004 17126 citations

On Persistence in Mutual Fund Performance

ABSTRACT Using a sample free of survivor bias, I demonstrate that common factors in stock returns and investment expenses almost completely explain persistence in equity mutual ...

1997 The Journal of Finance 16548 citations