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Search: subject:"Principal Components Regression (PCR)"
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Portfolio efficiency with high-dimensional data as conditioning information
Vigo, Caio
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2020
Persistent link: https://www.econbiz.de/10012312850
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Portfolio efficiency with high-dimensional data as conditioning information
Vigo, Caio
- In:
International review of financial analysis
77
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012806338
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