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~person:"Rea, Alethea"
~subject:"Factor analysis"
~subject:"Principal component analysis"
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Factor analysis
Principal component analysis
diversification
7
stock portfolios
7
Hauptkomponentenanalyse
5
stock selection
5
2000-2014
4
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4
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principal component analysis
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Börsenkurs
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Rea, Alethea
Sabatini, Fabio
10
Rea, William
8
Yang, Libin
8
Kim, Hyeongwoo
7
Andrés, Antonio R.
6
Fernald, John G.
6
Hsu, Eric
6
Härdle, Wolfgang
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Beber, Alessandro
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Brandt, Michael W.
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Brůha, Jan
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Eickmeier, Sandra
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Lam, Joseph C.
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Luisi, Maurizio
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Spiegel, Mark
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Asongu, Simplice
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Azadeh, Mohammad Ali
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Hindrayanto, Irma
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Hubert, Paul
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Koopman, Siem Jan
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Ng, Tim
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Sarkar, Subhadip
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Shi, Wen
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Volosovych, Vadym
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Wan, Kevin K.W.
4
Akram, Sohail
3
Andrle, Michal
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Bai, Jushan
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Bordi, Isabella
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Carcano, Nicola
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Chen, Shou
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Cheung, Yin-Wong
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Chow, Kenneth K.
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Diouf, Mame Astou
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ECONIS (ZBW)
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1
Stock selection with
principal
component
analysis
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
2015
Persistent link: https://www.econbiz.de/10011296254
Saved in:
2
Financial insights from the last few components of a stock market PCA
Yang, Libin
;
Rea, William
;
Rea, Alethea
- In:
International Journal of Financial Studies : open …
5
(
2017
)
3
,
pp. 1-12
We show that the last few components in the
principal
component
analysis
of the correlation matrix of a group of stocks …
Persistent link: https://www.econbiz.de/10011759755
Saved in:
3
Stock Selection with
Principal
Component
Analysis
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
Department of Economics and Finance, College of …
-
2015
We propose a stock selection method that is based on a variable selection method used with
principal
component
analysis
…
Persistent link: https://www.econbiz.de/10011166615
Saved in:
4
Can PCA structure changes indicate that it is time to trade?
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
2015
Persistent link: https://www.econbiz.de/10011296208
Saved in:
5
Identifying highly correlated stocks using the last few principal components
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
2015
Persistent link: https://www.econbiz.de/10011296234
Saved in:
6
How much diversification potential is there in a single market? : evidence from the Australian Stock Exchange
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
2015
Persistent link: https://www.econbiz.de/10011296238
Saved in:
7
How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
Department of Economics and Finance, College of …
-
2015
principal
component
analysis
. They were applied to the Australian stock exchange for the years 2000 to 2014 and all show a …
Persistent link: https://www.econbiz.de/10011211437
Saved in:
8
Identifying Highly Correlated Stocks Using the Last Few Principal Components
Yang, Libin
;
Rea, William
;
Rea, Alethea
-
Department of Economics and Finance, College of …
-
2015
We show that the last few components in
principal
component
analysis
of the correlation matrix of a group of stocks may …
Persistent link: https://www.econbiz.de/10011252563
Saved in:
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