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"Portfolio Selection Based on Hierarchical Clustering and Inverse-Variance ..."

Andrés Arévalo, Diego León, Germán Jairo Hernández-Pérez (2019)

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DOI: 10.1007/978-3-030-22744-9_25

access: closed

type: Conference or Workshop Paper

metadata version: 2020-02-18

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  dblp key:
  - conf/iccS/ArevaloLH19
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  - https://dblp.org/rec/conf/iccS/ArevaloLH19
Andrés Arévalo, Diego León, Germán Jairo Hernández-Pérez:
Portfolio Selection Based on Hierarchical Clustering and Inverse-Variance Weighting. ICCS (3) 2019: 315-325

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