Risks of large portfolios (Q494174): Difference between revisions
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| Property / DOI: 10.1016/J.JECONOM.2015.02.015 / rank | |||
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Latest revision as of 19:17, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risks of large portfolios |
scientific article |
Statements
Risks of large portfolios (English)
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31 August 2015
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high dimensionality
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factor models
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principal components
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sparse matrix
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volatility
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