Portfolio Optimization Based on Weighted Principal Component Analysis

SUN Huixia

Journal of Systems Science and Mathematical Sciences ›› 2023, Vol. 43 ›› Issue (7) : 1888-1903.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2023, Vol. 43 ›› Issue (7) : 1888-1903. DOI: 10.12341/jssms22769

Portfolio Optimization Based on Weighted Principal Component Analysis

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2023, 43(7): 1888-1903 https://doi.org/10.12341/jssms22769

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