Volatility clustering in Asset Allocation: a Sparsest Factor Model Approach

Additional Metadata
Keywords	Sparsest Factor Models; Dynamic Risk Clustering; Asset allocation; Portfolio Management
Thesis Advisor	Cavicchia, C.
Persistent URL	hdl.handle.net/2105/59913
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Fastrich, N.J. (2021, November 4). Volatility clustering in Asset Allocation: a Sparsest Factor Model Approach. Econometrie. Retrieved from http://hdl.handle.net/2105/59913

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