A carregar...
Dynamic Portfolio Strategy Using Clustering Approach
The problem of portfolio optimization is one of the most important issues in asset management. We here propose a new dynamic portfolio strategy based on the time-varying structures of MST networks in Chinese stock markets, where the market condition is further considered when using the optimal portf...
Na minha lista:
| Publicado no: | PLoS One |
|---|---|
| Main Authors: | , , , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Public Library of Science
2017
|
| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5271336/ https://ncbi.nlm.nih.gov/pubmed/28129333 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0169299 |
| Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|