英文标题：
《Identifying Highly Correlated Stocks Using the Last Few Principal
  Components》
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作者：
Libin Yang and William Rea and and Alethea Rea
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最新提交年份：
2015
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英文摘要：
  We show that the last few components in principal component analysis of the correlation matrix of a group of stocks may contain useful financial information by identifying highly correlated pairs or larger groups of stocks. The results of this type of analysis can easily be included in the information an investor uses to manage their portfolio.
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中文摘要：
我们表明，通过识别高度相关的股票对或更大的股票组，一组股票相关矩阵的主成分分析中的最后几个成分可能包含有用的财务信息。这类分析的结果可以很容易地包含在投资者用来管理其投资组合的信息中。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Portfolio Management        项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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