The optimal portfolio with a modified covariance matrix using the clustering method (Q2924715)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The optimal portfolio with a modified covariance matrix using the clustering method |
scientific article; zbMATH DE number 6365089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal portfolio with a modified covariance matrix using the clustering method |
scientific article; zbMATH DE number 6365089 |
Statements
3 November 2014
0 references
covariance matrix
0 references
portfolio
0 references
stability
0 references
clustering method
0 references
The optimal portfolio with a modified covariance matrix using the clustering method (English)
0 references
