Iterative Complement-clustering PCA : uncovering latent industry structures in stock returns
Daning Bi, Le Chang, Yanrong Yang
| Year of publication: |
2025
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|---|---|
| Authors: | Bi, Daning ; Chang, Le ; Yang, Yanrong |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 1460581-8. - Vol. 256.2025, Art.-No. 112611, p. 1-6
|
| Subject: | Clustering | Portfolio optimization | Principal component analysis | Stock returns | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Hauptkomponentenanalyse | Theorie | Theory | CAPM | Schätzung | Estimation | Börsenkurs | Share price | Clusteranalyse | Cluster analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2025.112611 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015472890