"Dynamic Orthogonal Lower Dimensional Projections for Improving ..."

Kevin Gabriel Ramisch Pergher, John Soldera, Jacob Scharcanski (2025)

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DOI: 10.1109/CIFERCOMPANION65204.2025.10980404

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type: Conference or Workshop Paper

metadata version: 2025-05-14

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Kevin Gabriel Ramisch Pergher, John Soldera, Jacob Scharcanski:
Dynamic Orthogonal Lower Dimensional Projections for Improving Hierarchical Risk Allocation and Out of Sample Portfolio Returns. CiFer Companion 2025: 1-5

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