Development of an efficient cluster-based portfolio optimization model under realistic market conditions
Massahi, Mahdi, Mahootchi, Masoud, Arshadi Khamseh, AlirezaLanguage:
english
Journal:
Empirical Economics
DOI:
10.1007/s00181-019-01802-5
Date:
January, 2020
File:
PDF, 1.26 MB
english, 2020