Efficient cluster-based portfolio optimization (Q5082777)
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scientific article; zbMATH DE number 7545720
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Efficient cluster-based portfolio optimization |
scientific article; zbMATH DE number 7545720 |
Statements
Efficient cluster-based portfolio optimization (English)
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21 June 2022
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covariance matrix
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Sharpe ratio
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clustering
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portfolio theory
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0.8207854628562927
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0.8014583587646484
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0.76340651512146
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0.7561502456665039
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0.7552142143249512
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