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Filtering by: Unit (Department) Mathematical Sciences Keyword Risk

Portfolio Construction using Clustering Methods

Keyword:

Clustering, Covariance matrix, Risk, and expected return

Creator:

Ren, Zhiwei

Advisor:

Heinricher, Arthur C.

Publisher:

Worcester Polytechnic Institute

Date Created:

2005-04-26

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences