Open AccessTheoretical Analysis and Application on Factor Analysis-Shrinkage Method to Portfolio
Author(s) -
慧娜 张
Publication year - 2015
Publication title -
shu ju wa jue
Language(s) - English
Resource type - Journals
eISSN - 2163-145X
pISSN - 2163-1468
DOI - 10.12677/hjdm.2015.53007
Subject(s) - shrinkage , portfolio , factor (programming language) , computer science , economics , financial economics , machine learning , programming language