Testing for structural changes in large portfolios
Year of publication: |
2015 ; First draft: June 2015, This version: August 2015
|
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Authors: | Posch, Peter N. ; Ullmann, Daniel ; Wied, Dominik |
Publisher: |
[Dortmund] : SFB 823 |
Subject: | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Clusteranalyse | Cluster analysis |
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