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

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

PDF(181 KB)
Systems Engineering - Theory & Practice ›› 2004, Vol. 24 ›› Issue (2) : 8-13. DOI: 10.12011/1000-6788(2004)2-8
论文

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

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

Cite this article

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}. 2004, 24(2): 8-13 https://doi.org/10.12011/1000-6788(2004)2-8

References

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(181 KB)

Accesses

Citation

Detail

Sections
Recommended

/