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to eliminate stocks that have low diversification potential before running the portfolio optimisation model. Portfolios … to large datasets results in portfolios that have not only high performance but also high diversification degree. …
Persistent link: https://www.econbiz.de/10010944869
We compare three network portfolio selection methods; hierarchical clustering trees, minimum spanning trees and neighbor-Nets, with random and industry group selection methods on twelve years of data from the 30 Dow Jones Industrial Average stocks from 2001 to 2013 for very small private...
Persistent link: https://www.econbiz.de/10011150332
Diversification and portfolio selection are integral parts of a finance curriculum. In this article, a multifactor …
Persistent link: https://www.econbiz.de/10010691925