Show simple item record

A novel backtesting methodology for clustering in mean–variance portfolio optimization

dc.contributor.authorTolun Tayalı, Seda
dc.date.accessioned2021-03-02T16:03:28Z
dc.date.available2021-03-02T16:03:28Z
dc.identifier.citationTolun Tayalı S., "A novel backtesting methodology for clustering in mean–variance portfolio optimization", Knowledge-Based Systems, cilt.209, ss.1-12, 2020
dc.identifier.issn0950-7051
dc.identifier.othervv_1032021
dc.identifier.otherav_8f169fa8-bcfb-4de0-ae45-6c7f86f7f863
dc.identifier.urihttp://hdl.handle.net/20.500.12627/2227
dc.identifier.urihttps://www.sciencedirect.com/science/article/pii/S0950705120305839
dc.identifier.urihttps://doi.org/10.1016/j.knosys.2020.106454
dc.language.isoeng
dc.subjectMATEMATİK, UYGULAMALI
dc.subjectEKONOMİ
dc.subjectSosyal ve Beşeri Bilimler
dc.subjectFinans Ekonomisi
dc.subjectBilgisayar Bilimleri
dc.subjectOptimizasyon
dc.subjectTemel Bilimler
dc.subjectEkonomi ve İş
dc.subjectÇOK DİSİPLİNLİ BİLİMLER
dc.subjectMatematik
dc.subjectMATEMATİK
dc.subjectDoğa Bilimleri Genel
dc.subjectSosyal Bilimler (SOC)
dc.subjectTemel Bilimler (SCI)
dc.titleA novel backtesting methodology for clustering in mean–variance portfolio optimization
dc.typeMakale
dc.relation.journalKnowledge-Based Systems
dc.contributor.departmentİstanbul Üniversitesi , İşletme Fakültesi , Nicel Karar Yöntemleri
dc.identifier.volume209
dc.identifier.startpage1
dc.identifier.endpage12
dc.contributor.firstauthorID2259853


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record