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"Performance analysis of eigenportfolios for AR(1) process."

Onur Yilmaz, Ali N. Akansu (2016)

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DOI: 10.1109/CISS.2016.7460552

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Onur Yilmaz, Ali N. Akansu:
Performance analysis of eigenportfolios for AR(1) process. CISS 2016: 496-499

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