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  • Search: subject:"cluster analysis 1. Introduction"
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Investment decisions 1 cluster analysis 1. Introduction 1 portfolios classification 1 robust estimators 1
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Majewska, Justyna 1 Trzpiot, Grazyna 1
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Operations Research and Decisions 1
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Investment decisions and portfolios classificationbased on robust methods of estimation
Trzpiot, Grazyna; Majewska, Justyna - In: Operations Research and Decisions 1 (2008), pp. 83-96
In the process of assets selection and their allocation to the investment portfolio the most important factor issue thing is the accurate evaluation of the volatility of the return rate. In order to achieve stable and accurate estimates of parameters for contaminated multivariate normal...
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