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Libin Yang, William Rea and Alethea Rea
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Libin Yang, William Rea and Alethea Rea
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Libin Yang, William Rea and Alethea Rea
We present four methods of assessing the diversification potential within a stock market, and two of these are based on principal component analysis. They were applied to the Australian stock exchange for the years 2000 to 2014 and all show a consistent ...
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Libin Yang, William Rea and Alethea Rea
We show that the last few components in the principal component analysis of the correlation matrix of a group of stocks may contain useful financial insights by identifying highly correlated pairs or larger groups of stocks. The results of this type of a...
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Cheng Juan Zhan, William Rea and Alethea Rea
We report the results of fifteen sets of portfolio selection simulations using stocks in the ASX200 index for the period May 2000 to December 2013. We investigated five portfolio selection methods, random selection, selection within industrial groups, an...
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Cheng Juan Zhan, William Rea and Alethea Rea
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