Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem (2014)
- Authors:
- USP affiliated authors: PAULO, WANDERLEI LIMA DE - FEA ; COSTA, OSWALDO LUIZ DO VALLE - EP
- Unidades: FEA; EP
- Subjects: CLUSTERS; PROCESSOS DE MARKOV
- Language: Inglês
- Imprenta:
- Source:
- Título: Investment Management and Financial Innovations
- ISSN: 1812-9358
- Volume/Número/Paginação/Ano: v. 11, n. 3, 2014
-
ABNT
PAULO, Wanderlei Lima de e COSTA, Oswaldo Luiz do Valle. Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem. Investment Management and Financial Innovations, v. 11, n. 3, 2014Tradução . . Disponível em: http://businessperspectives.org/journals_free/imfi/2014/imfi_en_2014_03_Paulo.pdf. Acesso em: 15 fev. 2026. -
APA
Paulo, W. L. de, & Costa, O. L. do V. (2014). Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem. Investment Management and Financial Innovations, 11( 3). Recuperado de http://businessperspectives.org/journals_free/imfi/2014/imfi_en_2014_03_Paulo.pdf -
NLM
Paulo WL de, Costa OL do V. Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem [Internet]. Investment Management and Financial Innovations. 2014 ; 11( 3):[citado 2026 fev. 15 ] Available from: http://businessperspectives.org/journals_free/imfi/2014/imfi_en_2014_03_Paulo.pdf -
Vancouver
Paulo WL de, Costa OL do V. Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem [Internet]. Investment Management and Financial Innovations. 2014 ; 11( 3):[citado 2026 fev. 15 ] Available from: http://businessperspectives.org/journals_free/imfi/2014/imfi_en_2014_03_Paulo.pdf - A multi-period mean-variance analysis for portfolio tracking error
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