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%0 Journal Article
%1 journals/siamfm/AvellanedaHPP22
%A Avellaneda, Marco
%A Healy, Brian
%A Papanicolaou, Andrew
%A Papanicolaou, George
%D 2022
%J SIAM J. Financial Math.
%K dblp
%N 3
%P 702-744
%T Principal Eigenportfolios for U.S. Equities.
%U http://dblp.uni-trier.de/db/journals/siamfm/siamfm13.html#AvellanedaHPP22
%V 13
@article{journals/siamfm/AvellanedaHPP22,
added-at = {2022-10-02T00:00:00.000+0200},
author = {Avellaneda, Marco and Healy, Brian and Papanicolaou, Andrew and Papanicolaou, George},
biburl = {https://www.bibsonomy.org/bibtex/201c06ec196040bf87489bfe6c70fab44/dblp},
ee = {https://doi.org/10.1137/20m1383501},
interhash = {c81d6aba3ca9e9840dfcceb55ec4fcc0},
intrahash = {01c06ec196040bf87489bfe6c70fab44},
journal = {SIAM J. Financial Math.},
keywords = {dblp},
number = 3,
pages = {702-744},
timestamp = {2024-04-09T03:39:47.000+0200},
title = {Principal Eigenportfolios for U.S. Equities.},
url = {http://dblp.uni-trier.de/db/journals/siamfm/siamfm13.html#AvellanedaHPP22},
volume = 13,
year = 2022
}
