Sphere-sphere intersection for investment portfolio diversification — A new data-driven cluster analysis

Aiming at supporting the process of investment portfolio diversification by using a data-driven approach, the present methodological paper proposes a new cluster analysis, which compares publicly traded companies, mainly in times of high volatility (e.g. crisis times). The main goal of the proposed...

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Detalles Bibliográficos
Autor principal: Haddad, Michel Ferreira Cardia
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2019
Materias:
Social Science
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6909007/
https://www.ncbi.nlm.nih.gov/pubmed/31871911
http://dx.doi.org/10.1016/j.mex.2019.05.025

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6909007/
https://www.ncbi.nlm.nih.gov/pubmed/31871911
http://dx.doi.org/10.1016/j.mex.2019.05.025

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