Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Portfolio contraction based on pattern recognition
Available online: 17 September 2010 Subject Heading: Securities market JEL Classification:
Approaches to the selection of securities for a portfolio based on pattern recognition are considered. The approach allows providing a high level of diversification of the portfolio (i.e. lower risk) for a sufficiently sustainable provision of profit. Keywords: securities portfolio, Markowitz theory, clustering |
ISSN 2311-8768 (Online)
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