Risk measures-based cluster methods for finance
Year of publication: |
2023
|
---|---|
Authors: | Guedes, Pablo Cristini ; Müller, Fernanda Maria ; Righi, Marcelo Brutti |
Published in: |
Risk management : an international journal. - Berlin : Springer Nature Limited, ISSN 1743-4637, ZDB-ID 2180561-1. - Vol. 25.2023, 1, Art.-No. 4, p. 1-56
|
Subject: | Asset pricing | Capital determination | Cluster methods | Portfolio optimization | Risk measures | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Clusteranalyse | Cluster analysis | Risikomaß | Risk measure | Regionales Cluster | Regional cluster | Messung | Measurement | CAPM |
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