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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dc.contributor.authorMenvouta, Emmanuel Jordy
dc.contributor.authorSerneels, Sven
dc.contributor.authorVerdonck, Tim
dc.contributor.imecauthorVerdonck, Tim
dc.contributor.orcidimecVerdonck, Tim::0000-0003-1105-2028
dc.date.accessioned2024-09-30T09:02:47Z
dc.date.available2024-09-07T18:21:39Z
dc.date.available2024-09-30T09:02:47Z
dc.date.embargo2023-04-19
dc.date.issued2023
dc.identifier.doi10.1016/j.jfds.2023.100097
dc.identifier.issn2405-9188
dc.identifier.urihttps://imec-publications.be/handle/20.500.12860/44425
dc.publisherKEAI PUBLISHING LTD
dc.source.beginpageArt. 100097
dc.source.endpageN/A
dc.source.issueNovember
dc.source.journalJOURNAL OF FINANCE AND DATA SCIENCE
dc.source.numberofpages13
dc.source.volume9
dc.subject.keywordsNAIVE DIVERSIFICATION
dc.title

Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile markets

dc.typeJournal article
dspace.entity.typePublication
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