Correlation diversified passive portfolio strategy based on permutation of assets
Yutaka Sakurai, Yusuke Yuki, Ryota Katsuki, Takashi Yazane and Fumio Ishizaki
| Year of publication: |
2021
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|---|---|
| Authors: | Sakurai, Yutaka ; Yuki, Yusuke ; Katsuki, Ryota ; Yazane, Takashi ; Ishizaki, Fumio |
| Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 10.2021, 2, p. 1-22
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| Subject: | index investing | correlation diversified portfolio (CDP) | permutation | quantum-inspired approach | quadratic unconstrained binary optimization (QUBO) problem | Theorie | Theory | Portfolio-Management | Portfolio selection | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOIS.2021.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013270033