A novel backtesting methodology for clustering in mean–variance portfolio optimization

Tolun Tayalı S.

Knowledge-Based Systems, cilt.209, ss.1-12, 2020 (SCI-Expanded)

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 209
  • Basım Tarihi: 2020
  • Doi Numarası: 10.1016/j.knosys.2020.106454
  • Dergi Adı: Knowledge-Based Systems
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Compendex, Computer & Applied Sciences, INSPEC, Library and Information Science Abstracts, Psycinfo, Library, Information Science & Technology Abstracts (LISTA)
  • Sayfa Sayıları: ss.1-12
  • İstanbul Üniversitesi Adresli: Evet