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Portfolio Diversification based on Risk Profile Clustering

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  • 8 Students Enrolled

Portfolio Diversification based on Risk Profile Clustering

Risk Profile Clustering: data driven asset classes, Diverse portfolio due to assets from different clusters, Increased stability for portfolio allocation by smaller covariance matrix

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  • 0 Reviews
  • 8 Students Enrolled
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Tags:
Clustering; Portfolio PCA Diversification

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Courselet Content

2 components

Requirements

  • None

General Overview

Description

Master thesis presentation

Courses that include this CL

Meet the instructors !

instructor
Judith Bender
About the Instructor

Master student M.Sc. Statistics

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