Portfolio diversification using shape-based clustering
Portfolio diversification involves lowering the correlation between portfolio assets to achieve improved risk–return exposure. It is reasonable to infer from the classic Anscombe quartet that relying on descriptive statistics, and specifically, correlation, to achieve portfolio diversification may n...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2021
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| Online Access: | https://ink.library.smu.edu.sg/sis_research/7238 https://ink.library.smu.edu.sg/context/sis_research/article/8241/viewcontent/PortfolioDiversificationusingShape_basedClusteringJFDS_sv.pdf |
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| Institution: | Singapore Management University |
| Language: | English |