Decision-making in formation of mean-VaR optimal portfolio by selecting stocks using K-means and average linkage clustering
Stock is one of the investment assets that has its charm for investors. It is very liquid and has a high rate of return, but it has a high risk. The strategy commonly used to minimize investment risk is to diversify through portfolio formation. A good allocation of funds must be determined...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2022-01-01
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| Series: | Decision Science Letters |
| Online Access: | http://www.growingscience.com/dsl/Vol11/dsl_2022_27.pdf |