Dynamic Portfolio Optimization According to Market States and Diversification Using Hierarchical Clustering

Dynamic Portfolio Optimization According to Market States and Diversification Using Hierarchical Clustering

The choice of assets and the state of the market are essential factors to consider in constructing an optimized portfolio for investments. Developments in the research of portfolio optimization techniques introduced models that consider factors such as market state and asset selection. We then explo...

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Bibliographic Details
Main Authors: Malabaguio, Andrei Lanz, Pimentel, Ralph Luis Gabriel, Zaballero, Ana Maria Michaela, Go, Clark Kendrick C
Format: text
Published: Archīum Ateneo 2024
Subjects:
Applied Mathematics
Data Science
Mathematics
Statistics and Probability
Online Access:https://archium.ateneo.edu/mathematics-faculty-pubs/298
https://doi.org/10.1063/5.0213407
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https://archium.ateneo.edu/mathematics-faculty-pubs/298
https://doi.org/10.1063/5.0213407

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