Terra Cognita

Sectoral portfolio optimization by judicious selection of financial ratios via PCA

arxiv-nonexclusive link only — licence forbids redistribution arxiv 2021

Vrinda Dhingra (1), Amita Sharma (2), Shiv K. Gupta (1) ((1) Indian Institute of Technology, Roorkee, (2) Netaji Subhas University of Technology, New Delhi)

arXiv preprint (q-fin.PM).

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