A subspace approach to portfolio analysis

IEEE Signal Processing Magazine

Volumn 28, Issue 5, 2011, Pages 49-60

  Ganesan, Girish ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

ELECTRICAL ENGINEERING; SIGNAL PROCESSING;

INFORMATION COEFFICIENT; MARKET VOLATILITY; ORTHOGONAL SUBSPACES; PORTFOLIO ANALYSIS; PORTFOLIO RISKS; SUBSPACE APPROACH; SUBSPACE DECOMPOSITION; SYSTEMATIC RISK;

FINANCIAL MARKETS;

EID: 85032751836     PISSN: 10535888     EISSN: None     Source Type: Journal    
DOI: 10.1109/MSP.2011.941551     Document Type: Article

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