Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem
-
Author(s)Wanderlei Lima de PauloLink to ORCID Index: https://orcid.org/0000-0001-5242-3230
,
Oswaldo Luiz do Valle Costa
-
Article InfoVolume 11 2014, Issue #3
- 735 Views
-
516 Downloads
Close
Investment Management and Financial Innovations