An Application of Correlation Clustering to Portfolio Diversification
Year of publication: |
2014-05-05
|
---|---|
Authors: | Zhan, Hannah Cheng Juan ; Rea, William ; Rea, Alethea |
Institutions: | Department of Economics and Finance, College of Business and Economics |
Subject: | Visualization | Neighbour-Nets | Correlation Matrix | Diversification |
-
Livan, Giacomo, (2011)
-
The performance of private equity funds : does diversification matter?
Lossen, Ulrich, (2006)
-
Sun, Weizhi, (2021)
- More ...
-
A Comparison of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones
Zhan, Hannah Cheng Juan, (2015)
-
Yang, Libin, (2015)
-
Identifying Highly Correlated Stocks Using the Last Few Principal Components
Yang, Libin, (2015)
- More ...