Clustering financial data for mutual fund management
Year of publication: |
2008
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Authors: | Lisi, Francesco ; Corazza, Marco |
Published in: |
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]. - Milan [u.a.] : Springer, ISBN 88-470-0703-8. - 2008, p. 157-164
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Subject: | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Clusteranalyse | Cluster analysis | Autokorrelation | Autocorrelation | ARCH-Modell | ARCH model | Eurozone | Euro area | Italien | Italy |
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