Hierarchical Risk Clustering vs Portfolios
The paper warns that hierarchical risk clustering strategies in portfolio allocation can be affected by inaccuracies in the covariance matrix.
Featured in No. 97 on 14 May 2025 · 6 days after release
- Released
- 8 May 2025
- First featured
- No. 97 · 14 May 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5247627
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