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A Portfolio Diversification Strategy via Tail Dependence Clustering

Advances in Intelligent Systems and Computing - Germany
doi 10.1007/978-3-319-42972-4_63
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Abstract

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Categories
ControlSystems EngineeringComputer Science
Date

July 30, 2016

Authors
Hao WangRoberta PappadàFabrizio DuranteEnrico Foscolo
Publisher

Springer International Publishing


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