Time Series Clustering on Lower Tail Dependence for Portfolio Selection (Q4561907)
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scientific article; zbMATH DE number 6993362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Series Clustering on Lower Tail Dependence for Portfolio Selection |
scientific article; zbMATH DE number 6993362 |
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Time Series Clustering on Lower Tail Dependence for Portfolio Selection (English)
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13 December 2018
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portfolio selection
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efficient frontier
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Sharpe ratio
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tail dependence
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dissimilarity matrix
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