Financial insights from the last few components of a stock market PCA
Year of publication: |
September 2017
|
---|---|
Authors: | Yang, Libin ; Rea, William ; Rea, Alethea |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 5.2017, 3, p. 1-12
|
Subject: | principal component analysis | stock correlation | diversification | stock portfolios | ASX 200 | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Korrelation | Correlation | Hauptkomponentenanalyse | Principal component analysis | Diversifikation | Diversification |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs5030015 [DOI] hdl:10419/195650 [Handle] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Impending doom : the loss of diversification before a crisis
Yang, Libin, (2017)
-
Financial insights from the last few components of a stock market PCA
Yang, Libin, (2017)
-
Minimum variance portfolio in ASEAN-6 stock markets diversification : a Vietnamese perspective
Tri Hoang, (2022)
- More ...
-
Financial insights from the last few components of a stock market PCA
Yang, Libin, (2017)
-
Impending doom: The loss of diversification before a crisis
Yang, Libin, (2017)
-
Can PCA structure changes indicate that it is time to trade?
Yang, Libin, (2015)
- More ...