Principal component analysis and optimal portfolio (Q6187960)
From MaRDI portal
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
