Correlation based clustering of the Mongolian stock exchange for portfolio management
Enkhtuul Bukhsuren, Batnyam Battulga, Oyun-Erdene Namsrai, Vol. 2, No. 2, pp. 13-17, Jun. 2018
10.22662/IJEMR.2018.2.2.013, Full Text:
Keywords: Portfolio theory, hierarchical clustering, correlation matrix of stock returns, portfolio optimization, stock exchange
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[APA Style]
Bukhsuren, E., Battulga, B., & Namsrai, O. (2018). Correlation based clustering of the Mongolian stock exchange for portfolio management. International Journal of Emerging Multidisciplinary Research, 2(2), 13-17. DOI: 10.22662/IJEMR.2018.2.2.013.
[IEEE Style]
E. Bukhsuren, B. Battulga, O. Namsrai, "Correlation based clustering of the Mongolian stock exchange for portfolio management," International Journal of Emerging Multidisciplinary Research, vol. 2, no. 2, pp. 13-17, 2018. DOI: 10.22662/IJEMR.2018.2.2.013.
[ACM Style]
Enkhtuul Bukhsuren, Batnyam Battulga, and Oyun-Erdene Namsrai. 2018. Correlation based clustering of the Mongolian stock exchange for portfolio management. International Journal of Emerging Multidisciplinary Research, 2, 2, (2018), 13-17. DOI: 10.22662/IJEMR.2018.2.2.013.