Sectoral portfolio optimization by judicious selection of financial ratios via PCA (Q6640167)
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scientific article; zbMATH DE number 7946092
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sectoral portfolio optimization by judicious selection of financial ratios via PCA |
scientific article; zbMATH DE number 7946092 |
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Sectoral portfolio optimization by judicious selection of financial ratios via PCA (English)
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18 November 2024
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financial ratios
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in-sample and out-of-sample analysis
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principal component analysis
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second order stochastic dominance
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sectoral portfolio optimization
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