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Volumn 44, Issue 3, 2010, Pages 93-107

Portfolio optimization using classification and functional data analysis techniques

Author keywords

Algorithm; Classification; Portfolio management; Software

Indexed keywords


EID: 79955544175     PISSN: 0424267X     EISSN: 18423264     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (8)

References (28)
  • 1
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    • The NPV criterion for valuing investments under uncertainty
    • ASE Publishing House, Bucharest
    • Armeanu, D., Lache, L. (2009), The NPV Criterion for Valuing Investments under Uncertainty. Economic Computation and Economic Cybernetics Studies and Research, 4, 43, pp. 143-156; ASE Publishing House, Bucharest;
    • (2009) Economic Computation and Economic Cybernetics Studies and Research , vol.4 , Issue.43 , pp. 143-156
    • Armeanu, D.1    Lache, L.2
  • 11
    • 77957178786 scopus 로고
    • The construction of hierarchic classifications
    • Jardine, N., Sibson, R. (1968), The Construction of Hierarchic Classifications. Computer Journal, 11, 177-184;
    • (1968) Computer Journal , vol.11 , pp. 177-184
    • Jardine, N.1    Sibson, R.2
  • 12
    • 0000119298 scopus 로고    scopus 로고
    • Hierarchical structure in financial market
    • Mantegna, R.N. (1999), Hierarchical Structure in Financial Market;, The European Physical Journal B, Vol. 11, 193-197;
    • (1999) The European Physical Journal B , vol.11 , pp. 193-197
    • Mantegna, R.N.1
  • 13
    • 33645970740 scopus 로고    scopus 로고
    • Cross-country hierarchical structure and currency crises
    • Ortega, G., Matesanz, D. (2005), Cross-country Hierarchical Structure and Currency Crises. International Journal of Modern Physics C, Vol. 17, Issue 03, 333-341;
    • (2005) International Journal of Modern Physics C , vol.17 , Issue.3 , pp. 333-341
    • Ortega, G.1    Matesanz, D.2
  • 14
    • 0942278439 scopus 로고    scopus 로고
    • Dynamics of market correlations: Taxonomy and portfolio analysis
    • Kaski, K., Onnela, J.P., Chakraborti, A. (2003), Dynamics of Market Correlations: Taxonomy and Portfolio Analysis. Physical Review E, Vol. 68, 056110;
    • (2003) Physical Review E , vol.68 , pp. 056110
    • Kaski, K.1    Onnela, J.P.2    Chakraborti, A.3
  • 19
    • 0003543769 scopus 로고    scopus 로고
    • Probabilités, analyse des donées et statistique
    • Paris
    • Saporta, G. (2006), Probabilités, Analyse des Donées et Statistique. Editions Techip, Paris;
    • (2006) Editions Techip
    • Saporta, G.1
  • 24
    • 84889586662 scopus 로고    scopus 로고
    • www.bvb.ro
  • 25
    • 84889607110 scopus 로고    scopus 로고
    • www.primet.ro
  • 26
    • 84889571839 scopus 로고    scopus 로고
    • www.kmarket.ro
  • 27
    • 84889599307 scopus 로고    scopus 로고
    • www.infobursier.ro
  • 28
    • 84889586244 scopus 로고    scopus 로고
    • www.ktd.ro


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.