C. G. Troskie

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2006

1 N. Hossain, C. G. Troskie, R. Guo: An Application of Principal Components Analysis to Portfolio Optimization under the Sharpe Multiple Index Framework. IMECS 2006: 396-401

2006
1		N. Hossain, C. G. Troskie, R. Guo: An Application of Principal Components Analysis to Portfolio Optimization under the Sharpe Multiple Index Framework. IMECS 2006: 396-401

Coauthor Index

1 R. Guo [1]

2 N. Hossain [1]