Clustering algorithms for Risk-Adjusted Portfolio Construction

Leon, D; Aragon, A; Sandoval, J; Hernandez, G; Arevalo, A; Nino, J

Leon, D (reprint author), Univ Externado Colombia, Bogota, Colombia.

INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE (ICCS 2017), 2017; 108 ( ): 1334

Abstract

This paper presents the performance of seven portfolios created using clustering analysis techniques to sort out assets into categories and then apply......

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