A methodology for index tracking based on time-series clustering (Q4610248)
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scientific article; zbMATH DE number 7002143
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A methodology for index tracking based on time-series clustering |
scientific article; zbMATH DE number 7002143 |
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A methodology for index tracking based on time-series clustering (English)
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15 January 2019
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optimal tracking portfolio
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index tracking
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time-series clustering
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0.8448785
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0.83874106
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0.8305959
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0.82760996
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