Pages that link to "Item:Q2924715"
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The following pages link to The optimal portfolio with a modified covariance matrix using the clustering method (Q2924715):
Displaying 9 items.
- Sensitivity analysis and calibration of the covariance matrix for stable portfolio selection (Q538296) (← links)
- Cluster analysis for portfolio optimization (Q844576) (← links)
- A clustering-based portfolio strategy incorporating momentum effect and market trend prediction (Q2201385) (← links)
- Clustering and portfolio selection problems: a unified framework (Q2297578) (← links)
- Outlier removal for prediction of covariance matrices with an application to portfolio optimization (Q2732666) (← links)
- The Confrontation of Two Clustering Methods in Portfolio Management: Ward’s Method Versus DCA Method (Q3192958) (← links)
- A generalized clark representation formula, with application to optimal portfolios (Q3349710) (← links)
- A new procedure for resampled portfolio with shrinkaged covariance matrix (Q5037046) (← links)
- Efficient cluster-based portfolio optimization (Q5082777) (← links)