1 citations · 1 across the 2 of their papers we have counts for
2 papers
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…
q-fin.ST2015★ 1 cited
An Application of Correlation Clustering to Portfolio Diversification
Hannah Cheng Juan Zhan, William Rea, Alethea Rea
This paper presents a novel application of a clustering algorithm developed for constructing a phylogenetic network to the correlation matrix for 126 stocks listed on the Shanghai…