What can cluster analysis offer in investing? : measuring structural changes in the investment universe
Year of publication: |
2021
|
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Authors: | Sim, Min Kyu ; Deng, Shijie ; Huo, Xiaoming |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 299-315
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Subject: | Asset pricing model | Basis assets | Cluster analysis | Factor model | Investment opportunity set | Theorie | Theory | Clusteranalyse | CAPM | Portfolio-Management | Portfolio selection | Investition | Investment |
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