Sphere-sphere intersection for investment portfolio diversification — A new data-driven cluster analysis
Aiming at supporting the process of investment portfolio diversification by using a data-driven approach, the present methodological paper proposes a new cluster analysis, which compares publicly traded companies, mainly in times of high volatility (e.g. crisis times). The main goal of the proposed...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2019-01-01
|
| Series: | MethodsX |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2215016119301451 |