Performance analysis of eigenportfolios for AR(1) process

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]

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