Cluster analysis for portfolio optimization (Q844576): Difference between revisions

@@ Property / describes a project that uses @@
+RiskMetrics
@@ Property / describes a project that uses: RiskMetrics / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2019519002
@@ Property / OpenAlex ID: W2019519002 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+physics/0507006
@@ Property / arXiv ID: physics/0507006 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4054519
@@ Property / cites work: Q4054519 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of fixed income market
@@ Property / cites work: Statistical analysis of fixed income market / rank @@
+Normal rank
@@ Property / cites work @@
+High-frequency cross-correlation in a set of stocks
+Normal rank
@@ Property / cites work @@
+Theory of Financial Risk and Derivative Pricing
@@ Property / cites work: Theory of Financial Risk and Derivative Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Quantifying the dynamics of financial correlations
+Normal rank
@@ Property / cites work @@
+Some distance properties of latent root and vector methods used in multivariate analysis
+Normal rank
@@ Property / cites work @@
+A new method to estimate the noise in financial correlation matrices
+Normal rank
@@ Property / cites work @@
+RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
@@ Property / cites work: RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS / rank @@
+Normal rank
@@ Property / cites work @@
+A well-conditioned estimator for large-dimensional covariance matrices
+Normal rank
@@ Property / cites work @@
+Value-at-Risk-efficient portfolios for a class of super- and sub-exponentially decaying assets return distributions
+Normal rank
@@ Property / cites work @@
+Introduction to Econophysics
@@ Property / cites work: Introduction to Econophysics / rank @@
+Normal rank
@@ Property / cites work @@
+Q3870155
@@ Property / cites work: Q3870155 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Markov chain modeling for stock markets
+Normal rank
@@ Property / cites work @@
+Measures of globalization based on cross-correlations of world financial indices
+Normal rank
@@ Property / cites work @@
+Reconstructing an economic space from a market metric
+Normal rank
@@ Property / cites work @@
+Degree stability of a minimum spanning tree of price return and volatility
+Normal rank
@@ Property / cites work @@
+Noisy covariance matrices and portfolio optimization. II
+Normal rank
@@ Property / cites work @@
+Q4739657
@@ Property / cites work: Q4739657 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamics of cross-correlations in the stock market
+Normal rank
@@ Property / cites work @@
+Hierarchically nested factor model from multivariate data
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:844576