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


Tolun Tayalı S.

Knowledge-Based Systems, vol.209, pp.1-12, 2020 (SCI-Expanded)

  • Publication Type: Article / Article
  • Volume: 209
  • Publication Date: 2020
  • Doi Number: 10.1016/j.knosys.2020.106454
  • Journal Name: Knowledge-Based Systems
  • Journal Indexes: 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)
  • Page Numbers: pp.1-12
  • Istanbul University Affiliated: Yes