Quant investing in cluster portfolios
Year of publication: |
2020
|
---|---|
Authors: | Akansu, Ali N. ; Avellaneda, Marco ; Xiong, Anqi |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1238, ZDB-ID 2889641-5. - Vol. 9.2020, 4, p. 61-78
|
Subject: | subspace performance | clustering algorithm | asset clusters | cluster eigenportfolios | combined portfolio of cluster eigenportfolios | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis | Portfolio-Management | Portfolio selection | Unternehmensnetzwerk | Business network |
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