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    • An Application of Correlation Clustering to Portfolio Diversification 

      Zhan, H.C.J.; Rea, W.; Rea, A. (University of Canterbury. Department of Economics and FinanceUniversity of Canterbury. Mathematics and Statistics, 2014)
      This paper presents a novel application of software developed for constructing a phylogenetic network to the correlation matrix for 126 stocks listed on the Shanghai A Stock Market. We show that by visualizing the ...