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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...
| Autores principales: | , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2017
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| Materias: | |
| 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 |