Cluster analysis for portfolio optimization

B-Tier

Journal: Journal of Economic Dynamics and Control

Year: 2008

Volume: 32

Issue: 1

Pages: 235-258

Authors (4)

Tola, Vincenzo (not in RePEc) Lillo, Fabrizio (not in RePEc) Gallegati, Mauro (Università Politecnica delle M...) Mantegna, Rosario N. (Dipartimento di Fisica e Chimi...)

Score contribution per author:

0.503 = (α=2.01 / 4 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count