Ali N. Akansu, Anqi Xiong. Design of Eigenportfolios for US Equities Using Exponential Correlation Model. In 53rd Annual Conference on Information Sciences and Systems, CISS 2019, Baltimore, MD, USA, March 20-22, 2019. pages 1-5, IEEE, 2019. [doi]
@inproceedings{AkansuX19,
title = {Design of Eigenportfolios for US Equities Using Exponential Correlation Model},
author = {Ali N. Akansu and Anqi Xiong},
year = {2019},
doi = {10.1109/CISS.2019.8692939},
url = {https://doi.org/10.1109/CISS.2019.8692939},
researchr = {https://researchr.org/publication/AkansuX19},
cites = {0},
citedby = {0},
pages = {1-5},
booktitle = {53rd Annual Conference on Information Sciences and Systems, CISS 2019, Baltimore, MD, USA, March 20-22, 2019},
publisher = {IEEE},
isbn = {978-1-7281-1151-3},
}