An application of correlation clustering to portfolio diversification
Year of publication: |
2014
|
---|---|
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: | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Regionales Cluster | Regional cluster | Portfoliodiversifikation | Portfolio diversification | Clusteranalyse | Cluster analysis | Theorie | Theory |
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