A Study on Signal-to-Noise of Principal Component for Portfolio Selection

Shi Zhen WEI;Chen YOU;Yu Qi HAN;Chuan Ming CHEN

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Systems Engineering - Theory & Practice ›› 2004, Vol. 24 ›› Issue (2) : 8-13. DOI: 10.12011/1000-6788(2004)2-8
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A Study on Signal-to-Noise of Principal Component for Portfolio Selection

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