Zhan, Hannah Cheng Juan; Rea, William; Rea, Alethea - Department of Economics and Finance, College of … - 2015
We compare three network portfolio selection methods; hierarchical clustering trees, minimum spanning trees and neighbor-Nets, with random and industry group selection methods on twelve years of data from the 30 Dow Jones Industrial Average stocks from 2001 to 2013 for very small private...