37 citations · 63 across the 7 of their papers we have counts for
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q-fin.PM2016
Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX
Hannah Cheng, Juan Zhan, William Rea +1
We report the results of fifteen sets of portfolio selection simulations using stocks in the ASX200 index for the period May 2000 to December 2013. We investigated five portfolio s…
q-fin.PM2015
A Comparision of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones
Hannah Cheng Juan Zhan, William Rea, Alethea Rea
We compare three network portfolio selection methods; hierarchical clustering trees, minimum spanning trees and neighbor-Nets, with random and industry group selection methods on t…