Sparse portfolio selection via topological data analysis based clustering

Anubha Goel, Damir Filipovic, Puneet Pasricha

Year of publication:	[2024]
Authors:	Goel, Anubha ; Filipović, Damir ; Pasricha, Puneet
Publisher:	Geneva : Swiss Finance Institute
Subject:	Topological Data Analysis \| Clustering \| Index Tracking \| Mean-Variance Portfolio \| Global Minimum Variance Portfolio \| Sparse Portfolios \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Varianzanalyse \| Analysis of variance \| Regionales Cluster \| Regional cluster \| Clusteranalyse \| Cluster analysis \| Mathematische Optimierung \| Mathematical programming

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