• DocumentCode
    19292
  • Title

    Portfolio Construction using Clustering Methods

  • Author

    Arthur Heinricher استاد راهنما

  • University
    WPI
  • Grade
    نامعلوم
  • Major
    MS )Mathematical Sciences(
  • Number of pages
    0
  • Publish Date
    2005
  • Keyword

    Risk , Clustering , Expected return , covariance matrix

  • Note
    01
  • Language
    انگليسي