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A trip into the Clusterverse: Comparing Covariance Matrix Clustering in Portfolio Optimization

Referenz

Bartel, M., & Stöckl, S. (2020). A trip into the Clusterverse: Comparing Covariance Matrix Clustering in Portfolio Optimization. Presented at the 35th Workshop of the Austrian Woring Group on Banking and Finance, Virtual Conference.

Publikationsart

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