Home  Journals  Financial Analytics: Science and Experience  11(35) - 2010 September

Portfolio contraction based on pattern recognition

Available online: 17 September 2010

Subject Heading: Securities market

JEL Classification: 

Approaches to the selection of securities for a portfolio based on pattern recognition are considered. The approach allows providing a high level of diversification of the portfolio (i.e. lower risk) for a sufficiently sustainable provision of profit.

Keywords: securities portfolio, Markowitz theory, clustering

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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