High-Dimensional Portfolio Optimization Based on Binary Tree of Factor Loadings

NI Xuanming, CHEN Mengmeng, QIAN Long, ZHAO Huimin

Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (9) : 2312-2326.

PDF(833 KB)
中国科学院数学与系统科学研究院期刊网
PDF(833 KB)
Journal of Systems Science and Mathematical Sciences ›› 2022, Vol. 42 ›› Issue (9) : 2312-2326. DOI: 10.12341/jssms22033

High-Dimensional Portfolio Optimization Based on Binary Tree of Factor Loadings

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2022, 42(9): 2312-2326 https://doi.org/10.12341/jssms22033

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(833 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉