9.5 Further Reading – Portfolio Remappings

9.5  Further Reading – Portfolio Remappings

Saff and Kuijlaars (1997) discuss the arrangement of points on a sphere. Zangari (1996b) discusses holdings remappings for fixed cash flows. Wilson (1994a) compares principal-component remappings and related remappings that employ factor analysis. Jamshidian and Zhu (1997) marry a principal-component remapping with a crude numerical transformation. Singh (1997) describes principal-component remappings for fixed income and foreign exchange portfolios.