Jin, Q., Cucuringu, M., & Cartea, A. (2023). Correlation matrix clustering for statistical arbitrage portfolios. Association for Computing Machinery.
Citación estilo ChicagoJin, Q., M. Cucuringu, and A. Cartea. Correlation Matrix Clustering for Statistical Arbitrage Portfolios. Association for Computing Machinery, 2023.
Cita MLAJin, Q., et al. Correlation Matrix Clustering for Statistical Arbitrage Portfolios. Association for Computing Machinery, 2023.
Warning: These citations may not always be 100% accurate.