Cluster analysis for portfolio optimization (Q844576)
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scientific article; zbMATH DE number 5660204
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Cluster analysis for portfolio optimization |
scientific article; zbMATH DE number 5660204 |
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Cluster analysis for portfolio optimization (English)
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19 January 2010
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portfolio optimization
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clustering methods
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correlation matrices
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random matrix theory
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0.8207854628562927
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0.8034533858299255
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0.7498564124107361
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0.7497896552085876
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0.7473954558372498
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