Portfolio diversification using shape-based clustering
Tristan Lim and Chin Sin Ong
| Year of publication: |
2021
|
|---|---|
| Authors: | Lim, Tristan ; Chin Sin Ong |
| Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 1, p. 111-126
|
| Subject: | Security analysis and valuation | portfolio construction | statistical methods | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Theorie | Theory | Statistische Methode | Statistical method | Portfoliodiversifikation | Portfolio diversification |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2020.1.054 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486256