Canonical portfolios : optimal asset and signal combination
Year of publication: |
2023
|
---|---|
Authors: | Firoozye, Nikan B. ; Tan, Vincent ; Zohren, Stefan |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 154.2023, p. 1-22
|
Subject: | Canonical correlation analysis | Dynamic portfolio selection | Mean-variance analysis | Theorie | Theory | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Signalling |
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