Efficient cluster-based portfolio optimization (Q5082777)
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scientific article; zbMATH DE number 7545720
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient cluster-based portfolio optimization |
scientific article; zbMATH DE number 7545720 |
Statements
Efficient cluster-based portfolio optimization (English)
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21 June 2022
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covariance matrix
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Sharpe ratio
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clustering
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portfolio theory
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