Cluster analysis for regime identification and forecasting with application to the enhanced index tracking problem
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Released OnFriday, 19 September 2014
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Author(s)Wanderlei Lima de PauloLink to ORCID Index: https://orcid.org/0000-0001-5242-3230
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Oswaldo Luiz do Valle Costa
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Article InfoVolume 11 2014, Issue #3
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Investment Management and Financial Innovations