Clustering and portfolio selection problems : a unified framework
Justo Puerto, Moisés Rodríguez-Madrena, Andrea Scozzari
| Year of publication: |
2020
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|---|---|
| Authors: | Puerto, Justo ; Rodríguez-Madrena, Moisés ; Scozzari, Andrea |
| Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 117.2020, p. 1-11
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| Subject: | p-median problem on networks | Clustering | Conditional Value at Risk | Multicretiria optimization | Portfolio selection | Portfolio-Management | Theorie | Theory | Risikomaß | Risk measure | Regionales Cluster | Regional cluster | Clusteranalyse | Cluster analysis | Unternehmensnetzwerk | Business network |