Portfolio selection in a data-rich environment (Q1994213)
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scientific article; zbMATH DE number 6970176
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection in a data-rich environment |
scientific article; zbMATH DE number 6970176 |
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Portfolio selection in a data-rich environment (English)
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1 November 2018
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portfolio's weights modeling
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factor analysis
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principal components
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portfolio performance
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stock returns
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Fama-French factors
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economic factors
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VIX
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0.86483985
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0.8644579
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0.86185086
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0.85953295
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