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| bio | website | |
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| age | 32 | |
| visits | member for | 2 years, 3 months |
| seen | Mar 27 at 14:19 | |
| stats | profile views | 10 |
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Mar 27 |
awarded | Supporter |
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May 18 |
comment |
Time series of PCA - Sign change in factor loadings Even there Mepuzza, youc ould still have a problem. The reason is that you have to be sure that the first element is greater than zero in absolute terms, otherwise slight changes in the historical matrix could perturbe this element and make it change signs. |
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Feb 1 |
awarded | Teacher |
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Feb 1 |
answered | What methods do you use to improve expected return estimates when constructing a portfolio in a mean-variance framework? |
