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Grenzen der Portfoliooptimierung in der Praxis: Korrelationen und Cluster von Immobilienstandorten und Sektoren

Wellner, Kristin - In: Praxishandbuch Immobilienmarktrisiken, (pp. 139-169). 2009

Persistent link: https://www.econbiz.de/10003891437

Cluster analysis for portfolio optimization

Tola, Vincenzo; Lillo, Fabrizio; Gallegati, Mauro; … - In: Journal of economic dynamics & control 32 (2008) 1, pp. 235-258

Persistent link: https://www.econbiz.de/10003622751

Evaluating the risk of pension funds by statistical procedures

Otranto, Edoardo; Trudda, Alessandro - In: Transition economies : 21st century issues and challenges, (pp. 189-204). 2008

Persistent link: https://www.econbiz.de/10003876946

Multivariate credit portfolio management using cluster analysis

Klotz, Stefan; Lindermeir, Andreas - In: Journal of risk finance : the convergence of financial … 16 (2015) 2, pp. 145-163

Persistent link: https://www.econbiz.de/10010513360

Testing for structural changes in large portfolios

Posch, Peter N.; Ullmann, Daniel; Wied, Dominik - 2015 - First draft: June 2015, This version: August 2015

Persistent link: https://www.econbiz.de/10011349596

Impact of credit restructuring on the quality of bank asset portfolio : a cluster analysis approach

Dardac, Nicolae; Barbu, Teodora Cristina; Boitan, … - In: Acta Universitatis Danubius / Oeconomica 7 (2011) 3, pp. 161-172

Persistent link: https://www.econbiz.de/10009706592

Integrating skills profiling and purchasing portfolio management : an opportunity for building purchasing capability

Knight, Louise; Tu, Yi-hsi; Preston, Jude - In: International journal of production economics 147 (2014) 2, pp. 271-283

Persistent link: https://www.econbiz.de/10010366895

Bayesian nonparametric measurement of factor betas and clustering with application to hedge fund returns

Garay, Urbi; Horst, Enrique ter; Molina, German; … - In: Econometrics : open access journal 4 (2016) 1, pp. 1-23

We define a dynamic and self-adjusting mixture of Gaussian Graphical Models to cluster financial returns, and provide a new method for extraction of nonparametric estimates of dynamic alphas (excess return) and betas (to a choice set of explanatory factors) in a multivariate setting. This...

Persistent link: https://www.econbiz.de/10011505836

Application of enhanced cluster validity index function to automatic stock portfolio selection system

Huang, Kuang Yu; Wan, Shiuan - In: Information technology and management 12 (2011) 3, pp. 213-228

Persistent link: https://www.econbiz.de/10009296489

The spatial dimensions of the investment performance of UK commercial property

Hoesli, Martin; Lizieri, Colin; MacGregor, Bryan D. - 1996

Persistent link: https://www.econbiz.de/10000978695