Performance Comparison of Minimum Variance, Market and Eigen Portfolios for US Equities

التفاصيل البيبلوغرافية
العنوان: Performance Comparison of Minimum Variance, Market and Eigen Portfolios for US Equities
المؤلفون: Xiong, Anqi, Akansu, Ali N.
المصدر: 2019 53rd Annual Conference on Information Sciences and Systems (CISS) Information Sciences and Systems (CISS), 2019 53rd Annual Conference on. :1-5 Mar, 2019
Relation: 2019 53rd Annual Conference on Information Sciences and Systems (CISS)
قاعدة البيانات: IEEE Xplore Digital Library
الوصف
ردمك:9781728111513
DOI:10.1109/CISS.2019.8693035