Principal component analysis and optimal portfolio (Q6187960): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust portfolios: contributions from operations research and finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: A review on ambiguity in stochastic portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: A framework for optimization under ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguity in portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Data Mining and Knowledge Discovery Handbook / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3182207 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: The minimum regularized covariance determinant estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Qualitative Definition of Robustness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3749928 / rank
 
Normal rank
Property / cites work
 
Property / cites work: High dimensional minimum variance portfolio estimation under statistical factor models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Principal Component Analysis of High-Frequency Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universal Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: On‐Line Portfolio Selection Using Multiplicative Updates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Online Learning and Online Convex Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4637004 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Scale-free online learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4337625 / rank
 
Normal rank

Latest revision as of 10:23, 26 August 2024

scientific article; zbMATH DE number 7798256
Language Label Description Also known as
English
Principal component analysis and optimal portfolio
scientific article; zbMATH DE number 7798256

    Statements

    Principal component analysis and optimal portfolio (English)
    0 references
    1 February 2024
    0 references
    principal component
    0 references
    minimal variance portfolio
    0 references
    mean-variance portfolio
    0 references
    online learning
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references