Performance Comparison of Minimum Variance, Market and Eigen Portfolios for US Equities

Anqi Xiong, Ali N. Akansu. Performance Comparison of Minimum Variance, Market and Eigen Portfolios for US Equities. In 53rd Annual Conference on Information Sciences and Systems, CISS 2019, Baltimore, MD, USA, March 20-22, 2019. pages 1-5, IEEE, 2019. [doi]

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