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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier
2019
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| 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 |