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"A novel backtesting methodology for clustering in mean-variance portfolio ..."

Seda Tolun Tayali (2020)

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DOI: 10.1016/J.KNOSYS.2020.106454

access: closed

type: Journal Article

metadata version: 2020-11-12

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Seda Tolun Tayali:
A novel backtesting methodology for clustering in mean-variance portfolio optimization. Knowl. Based Syst. 209: 106454 (2020)

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