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A clustering-based investment strategy for high-dimensional portfolio optimization

Year: 2026

Type: article

Source: Journal of Applied Statistics

DOI: 10.1080/02664763.2026.2694526

Authors: Jin Peng, Siwei Xia, Yuehan Yang, Xiangshu Zhao

Institutions: Central University of Finance and Economics, Chengdu University of Technology, Nanjing University of Science and Technology

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Award: G1295740870

OpenAlex ID: W7166710997

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Cites: 42

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