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"Performance Comparison of Minimum Variance, Market and Eigen Portfolios ..."

Anqi Xiong, Ali N. Akansu (2019)

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DOI: 10.1109/CISS.2019.8693035

access: closed

type: Conference or Workshop Paper

metadata version: 2019-04-24

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  dblp key:
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  - https://dblp.org/rec/conf/ciss/XiongA19
Anqi Xiong, Ali N. Akansu:
Performance Comparison of Minimum Variance, Market and Eigen Portfolios for US Equities. CISS 2019: 1-5

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