مؤتمر
Performance Comparison of Minimum Variance, Market and Eigen Portfolios for US Equities
العنوان: | Performance Comparison of Minimum Variance, Market and Eigen Portfolios for US Equities |
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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 |
ردمك: | 9781728111513 |
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DOI: | 10.1109/CISS.2019.8693035 |