Onur Yilmaz, Ali N. Akansu. Performance analysis of eigenportfolios for AR(1) process. In 2016 Annual Conference on Information Science and Systems, CISS 2016, Princeton, NJ, USA, March 16-18, 2016. pages 496-499, IEEE, 2016. [doi]
@inproceedings{YilmazA16,
title = {Performance analysis of eigenportfolios for AR(1) process},
author = {Onur Yilmaz and Ali N. Akansu},
year = {2016},
doi = {10.1109/CISS.2016.7460552},
url = {http://dx.doi.org/10.1109/CISS.2016.7460552},
researchr = {https://researchr.org/publication/YilmazA16},
cites = {0},
citedby = {0},
pages = {496-499},
booktitle = {2016 Annual Conference on Information Science and Systems, CISS 2016, Princeton, NJ, USA, March 16-18, 2016},
publisher = {IEEE},
isbn = {978-1-4673-9457-4},
}