Sector classification through non-Gaussian similarity
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- Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2008. "Sector classification through non-Gaussian similarity," Working Papers CEB 08-032.RS, ULB -- Universite Libre de Bruxelles.
- Maximilian Vermorken & Ariane Szafarz & Hugues Pirotte, 2010. "Sector Classification through non-Gaussian Similarity," ULB Institutional Repository 2013/95542, ULB -- Universite Libre de Bruxelles.
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- repec:eee:finlet:v:21:y:2017:i:c:p:115-125 is not listed on IDEAS
- Marie Briere & Ariane Szafarz, 2018. "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB 18-016, ULB -- Universite Libre de Bruxelles.
More about this item
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G19 - Financial Economics - - General Financial Markets - - - Other
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