Flexible Minimum Variance weights estimation using principal component analysis

Kyuhong Kim, Suhyun Park, Yun Tae Kim, Sung Chan Park, Jooyoung Kang, Jung Ho Kim, Mooho Bae

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

9 Scopus citations

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Mathematics

Economics, Econometrics and Finance