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...

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Detalles Bibliográficos
Autores principales: Ren, Fei, Lu, Ya-Nan, Li, Sai-Ping, Jiang, Xiong-Fei, Zhong, Li-Xin, Qiu, Tian
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2017
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5271336/
https://www.ncbi.nlm.nih.gov/pubmed/28129333
http://dx.doi.org/10.1371/journal.pone.0169299

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5271336/
https://www.ncbi.nlm.nih.gov/pubmed/28129333
http://dx.doi.org/10.1371/journal.pone.0169299

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