Arbitrage pricing theory-based Gaussian temporal factor analysis for adaptive portfolio management

✍ Scribed by Kai-Chun Chiu; Lei Xu

• Book ID: 114154897
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 639 KB
• Volume: 37
• Category: Article
• ISSN: 0167-9236
• DOI: 10.1016/s0167-9236(03)00082-4