Some properties of portfolios constructed from principal components of asset returns
Crossref DOI link: https://doi.org/10.1007/s10436-022-00412-z
Published Online: 2022-07-30
Published Print: 2022-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Severini, Thomas A. http://orcid.org/0000-0001-6216-9416
Text and Data Mining valid from 2022-07-30
Version of Record valid from 2022-07-30
Article History
Received: 30 December 2021
Accepted: 29 June 2022
First Online: 30 July 2022