Quantitative Stock Selection Strategies Based on Kernel Principal Component Analysis
Open Access
- 1 January 2020
- journal article
- Published by Scientific Research Publishing, Inc. in Journal of Financial Risk Management
- Vol. 09 (01), 23-43
- https://doi.org/10.4236/jfrm.2020.91002
Abstract
No abstract availableThis publication has 1 reference indexed in Scilit:
- RISK‐AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCEThe Journal of Finance, 1965