A comparison of three network portfolio selection methods : evidence from the Dow Jones
Year of publication: |
2015
|
---|---|
Authors: | Zhan, Hannah Cheng Juan ; Rea, William ; Rea, Alethea |
Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, College of Business and Economics, University of Canterbury |
Subject: | hierarchical clustering trees | Portfoliodiversifikation | Portfolio diversification | Graphentheorie | Graph theory | USA | United States | 2001-2013 |
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