[Wiley] Enhancing the Inverse Volatility Portfolio through Clustering

 Close Closed
Harshit1331 Post time 2024-4-23 17:23:54 | Show all posts |Read mode
Reward20points

journal£ºThe Journal of Financial Data Science

Authors£ºRedouane Elkamhi; Jacky S. H. Lee; Marco Salerno

Published date£º2024-1-31

DOI£º10.3905/jfds.2023.1.145

PDF link£ºhttps://www.pm-research.com/content/iijjfds/6/1/43

Article link£ºhttps://www.pm-research.com/content/iijjfds/6/1/43

Article Source£ºWith Intelligence LLC¡£


Remark£º
Reply

Use magic Donate Report

All Reply0 Show all posts

Reply

You have to log in before you can reply Login | Register

Points Rules

Junior Member
  • post

  • reply

  • points

    60

Latest Reply



Return to the list