Klassifizierung von Hedge-Fonds durch das k-means Clustering von Self-Organizing Maps: eine renditebasierte Analyse zur Selbsteinstufungsgüte und Stiländerungsproblematik
Alternative title: | Classifying Hedge Funds using k-means Clustering of Self-Organizing Maps: a return-based analysis of misclassification and the problem of style creep |
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Year of publication: |
2009-08-25
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Authors: | Deetz, Marcus ; Poddig, Thorsten ; Varmaz, Armin |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Self-Organizing Maps | Clustering | Klassifzierung | Hedge-Fonds | Style Creep |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions ; C45 - Neural Networks and Related Topics ; C81 - Methodology for Collecting, Estimating, and Organizing Microeconomic Data |
Source: |
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Olszewski, Jan, (2006)
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Deetz, Marcus, (2018)
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Claveria, Oscar, (2015)
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Deetz, Marcus, (2009)
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Deetz, Marcus, (2010)
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Centralized resource planning and Yardstick competition
Varmaz, Armin, (2013)
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