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Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile markets
Publication:
Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile markets
Date
2023
Journal article
https://doi.org/10.1016/j.jfds.2023.100097
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703.99 KB
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APA
Chicago
Harvard
IEEE
Basic data
APA
Chicago
Harvard
IEEE
Author(s)
Menvouta, Emmanuel Jordy
;
Serneels, Sven
;
Verdonck, Tim
Journal
JOURNAL OF FINANCE AND DATA SCIENCE
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255
since deposited on 2024-09-07
Acq. date: 2025-10-27
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575
since deposited on 2024-09-07
Acq. date: 2025-10-27
Citations
Metrics
Downloads
255
since deposited on 2024-09-07
Acq. date: 2025-10-27
Views
575
since deposited on 2024-09-07
Acq. date: 2025-10-27
Citations