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Improving Sharpe Ratios and Stability of Portfolios by Using a Clustering Technique

Zhang, Jin and Maringer, Dietmar. (2009) Improving Sharpe Ratios and Stability of Portfolios by Using a Clustering Technique. In: World Congress on Engineering, WCE 2009 : 1 - 3 July, 2009, Imperial College London, London, U.K,, Vol. 1. Hong Kong, pp. 1-6.

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Official URL: http://edoc.unibas.ch/dok/A5252979

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Faculties and Departments:06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Computational Economics and Finance (Maringer)
UniBasel Contributors:Maringer, Dietmar
Item Type:Conference or Workshop Item, refereed
Conference or workshop item Subtype:Conference Paper
Publisher:IAENG
Note:Publication type according to Uni Basel Research Database: Conference paper
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Last Modified:22 Mar 2012 14:28
Deposited On:22 Mar 2012 14:02

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