AVELLANEDA, M. Hierarchical PCA and Applications to Portfolio Management. Revista Mexicana de Economía y Finanzas Nueva Época REMEF, [S. l.], v. 15, n. 1, p. 1–16, 2020. DOI: 10.21919/remef.v15i1.446. Disponível em: https://sgr-remef.remef.org.mx/index.php/remef/article/view/446. Acesso em: 31 ene. 2025.