Optimal Portfolio Diversification via Independent Component Analysis (Q5031000)
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scientific article; zbMATH DE number 7476267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Portfolio Diversification via Independent Component Analysis |
scientific article; zbMATH DE number 7476267 |
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Optimal Portfolio Diversification via Independent Component Analysis (English)
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18 February 2022
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financial engineering
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portfolio selection
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risk parity
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factor analysis
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principal component analysis
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higher moments
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