Principal component analysis and optimal portfolio (Q6187960)

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scientific article; zbMATH DE number 7798256
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English
Principal component analysis and optimal portfolio
scientific article; zbMATH DE number 7798256

    Statements

    title
    Principal component analysis and optimal portfolio (English)
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    publication date
    1 February 2024
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    zbMATH Keywords
    principal component
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    minimal variance portfolio
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    mean-variance portfolio
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    online learning
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    62P05
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    62H25
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    zbMATH DE Number
    7798256
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    OpenAlex ID
    W4386253186
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