Some properties of portfolios constructed from principal components of asset returns (Q2103515)
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scientific article; zbMATH DE number 7632780
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Some properties of portfolios constructed from principal components of asset returns |
scientific article; zbMATH DE number 7632780 |
Statements
Some properties of portfolios constructed from principal components of asset returns (English)
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14 December 2022
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efficient frontier
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minimum-risk frontier
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dimension reduction
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factor models
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portfolio theory
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0.7555088400840759
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0.7535625100135803
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0.747745931148529
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0.7331041693687439
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