| Title | Similarity-Based Grouping of a Universe of Securities |
| Authors | Fredrik Olsen |
| Full-text | Available as PDF |
| Year | 2013 |
| Document type | StudentPublicationsH2 |
| Language | eng |
| Abstract Swedish | Securities can be classified in multiple ways. One of the most common ways to classify securities is using Morningstar’s label system. For instance a fund can be Large-Value or Small-Growth. However, these systems have inherit limitations that makes it hard to properly maximize diversification in the selection of a portfolio. In this thesis, we present a method<br> to classify securities that allows flexibility in the number of groups as well as the underlying data on which we classify. The goal is to have a complete system, able to take any universe of securities as input and produce a high-quality classification of that universe of securities. |
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Last update: 2013-04-11
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