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

Menvouta, Emmanuel JordyEmmanuel JordyMenvoutaSerneels, SvenSvenSerneelsVerdonck, TimTimVerdonck2024-09-302024-09-072024-09-3020232405-9188WOS:001301347600001https://imec-publications.be/handle/20.500.12860/44425Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile marketsJournal article10.1016/j.jfds.2023.100097WOS:001301347600001NAIVE DIVERSIFICATION