Efficient Stock Portfolio Construction by Means of Clustering
When investors start to use statistical methods to optimise their stock market investment decisions, one of fundamental problems is constructing a well‑diversified portfolio consisting of a moderate number of positions. Among a multitude of methods applied to the task, there is a group based on divi...
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| Format: | Article |
| Language: | English |
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Lodz University Press
2018-02-01
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| Series: | Acta Universitatis Lodziensis. Folia Oeconomica |
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| Online Access: | https://czasopisma.uni.lodz.pl/foe/article/view/998 |