Hedge Fund Classification using K-means Clustering Method
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References listed on IDEAS
- Knoth, Sven, 2002. "Statistical process control," SFB 373 Discussion Papers 2002,41, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Darolles, Serge & Gourieroux, Christian, 2010.
"Conditionally fitted Sharpe performance with an application to hedge fund rating,"
Journal of Banking & Finance,
Elsevier, vol. 34(3), pages 578-593, March.
- Serge Darolles & Christian Gourieroux, 2010. "Conditionally fitted Sharpe performance with an application to hedge fund rating," Post-Print halshs-00677727, HAL.
More about this item
KeywordsHedge funds; Classification; K-means; Cluster analysis;
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G19 - Financial Economics - - General Financial Markets - - - Other
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