A clustering-based portfolio strategy incorporating momentum effect and market trend prediction

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/73475

Title:	A clustering-based portfolio strategy incorporating momentum effect and market trend prediction
Authors:	Ya-Nan Lu Sai-Ping Li Li-Xin Zhong Xiong-Fei Jiang Fei Ren
Issue Date:	2018-12
Relation:	Chaos, Solitons and Fractals 117, 1-15
URI:	http://ir.sinica.edu.tw/handle/201000000A/73475
URL:	https://www.sciencedirect.com/science/article/pii/S0960077918310014
Appears in Collections:	物理研究所

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