Cluster analysis for portfolio optimization
Year of publication: |
2008
|
---|---|
Authors: | Tola, Vincenzo ; Lillo, Fabrizio ; Gallegati, Mauro ; Mantegna, Rasario N. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 1, p. 235-258
|
Subject: | Portfolio-Management | Portfolio selection | Clusteranalyse | Cluster analysis | Korrelation | Correlation | Lineare Algebra | Linear algebra | Theorie | Theory |
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