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  • Search: subject:"profit and loss (P&L) curve"
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Correlation 1 Index derivative 1 Indexderivat 1 Investment Fund 1 Investmentfonds 1 Karhunen-Loeve transform (KLT) 1 Korrelation 1 Portfolio selection 1 Portfolio-Management 1 Sharpe ratio 1 Theorie 1 Theory 1 Toeplitz matrix 1 eigendecomposition 1 eigenportfolios 1 exchange-traded fund (ETF) 1 exponential correlation model 1 market exposure 1 market portfolio 1 minimum variance portfolio 1 principal component analysis 1 profit and loss (P&L) curve 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Akansu, Ali N. 1 Xiong, Anqi 1
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The journal of investment strategies 1
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Eigenportfolios of US equities for the exponential correlation model
Akansu, Ali N.; Xiong, Anqi - In: The journal of investment strategies 9 (2020) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10012597129
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