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Filtering by: Advisor Heinricher, Arthur C. Creator Ren, Zhiwei Collections Masters Theses

1. 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