Tony Xu

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

147

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Principal Eigenportfolios for U.S. Equities

Number of pages: 39 Posted: 11 Dec 2020
New York University (NYU) - Courant Institute of Mathematical Sciences, NYU Polytechnic School of Engineering - Department of Finance and Risk Engineering, North Carolina State University - Department of Mathematics, Stanford University - Department of Mathematics and affiliation not provided to SSRN
Downloads 147 (236,876)

Abstract:

Loading...

Eigenportfolios, Principal Component Analysis, Tensor Decomposition