Detecting structural changes in large portfolios
Year of publication: |
2019
|
---|---|
Authors: | Posch, Peter N. ; Ullmann, Daniel ; Wied, Dominik |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 56.2019, 4, p. 1341-1357
|
Subject: | Cluster analysis | Correlation | Portfolio management | Structural change | Portfolio-Management | Portfolio selection | Clusteranalyse | Korrelation | Strukturwandel | Theorie | Theory |
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