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  • Search: subject:"Cellwise robustness"
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Subject
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Cellwise robustness 1 Cluster analysis 1 Clusteranalyse 1 Correlation 1 Distance correlation 1 Hierarchical clustering 1 Korrelation 1 Linkage 1 Measurement 1 Messung 1 Portfolio allocation 1 Portfolio selection 1 Portfolio-Management 1 Regional cluster 1 Regionales Cluster 1 Risk contribution 1 Robust statistics 1 Robustes Verfahren 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1
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CC license 1 Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Menvouta, Emmanuel Jordy 1 Serneels, Sven 1 Verdonck, Tim 1
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The Journal of finance and data science : JFDS 1
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ECONIS (ZBW) 1
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Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile markets
Menvouta, Emmanuel Jordy; Serneels, Sven; Verdonck, Tim - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-13
downside risk measures, hierarchical clustering and cellwise robustness. Using cellwise robust association measures, the â€¦
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