Variable Clustering Methods and Applications in Portfolio Selection
This thesis introduces three variable clustering methods designed in the context of diversified portfolio selection. The motivation is to cluster financial assets in order to identify a small set of assets to approximate the level of diversification of the whole universe of stocks. First, we...
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| Language: | English |
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2021
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| Online Access: | https://doi.org/10.7916/d8-50w7-z925 |