Portfolios - Principal Component Analysis - Reduce number of Assets based on risk contribution
ฝัง
- เผยแพร่เมื่อ 25 ส.ค. 2024
- Use Case
1. Check if all the assets are contributing to the overall risk of the portfolio (risk implies returns)
2. Reduce the number of assets in the portfolio if all Principal Components do not contribute to the overall risk
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