Xiao Xu

Columbia University - Department of Industrial Engineering and Operations Research (IEOR)

331 S.W. Mudd Building

500 West 120th Street

New York, NY 10027

United States

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Asset Selection via Correlation Blockmodel Clustering

Number of pages: 33 Posted: 29 Mar 2021
Wenpin Tang, Xiao Xu and Xun Yu Zhou
Columbia University - Department of Industrial Engineering and Operations Research, Columbia University - Department of Industrial Engineering and Operations Research (IEOR) and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
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Abstract:

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Asset selection, cluster analysis