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Hedge Fund Classification using K-means Clustering Method

Author

Listed:
  • Nandita Das

Abstract

No abstract is available for this item.

Suggested Citation

  • Nandita Das, 2003. "Hedge Fund Classification using K-means Clustering Method," Computing in Economics and Finance 2003 284, Society for Computational Economics.
    • Handle: RePEc:sce:scecf3:284
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    Citations

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    Cited by:

    1. Wenpin Tang & Xiao Xu & Xun Yu Zhou, 2021. "Asset Selection via Correlation Blockmodel Clustering," Papers 2103.14506, arXiv.org, revised Aug 2021.
    2. Harald Oberhofer & Marian Schwinner, 2017. "Do Individual Salaries Depend On the Performance of the Peers? Prototype Heuristic and Wage Bargaining in the NBA," WIFO Working Papers 534, WIFO.
    3. Darolles, Serge & Gourieroux, Christian, 2010. "Conditionally fitted Sharpe performance with an application to hedge fund rating," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 578-593, March.
    4. Joe Kainja, 2018. "Using Risk Characteristics to Classify Funds," Applied Finance and Accounting, Redfame publishing, vol. 4(2), pages 31-44, August.
    5. Dhagash Mehta & Dhruv Desai & Jithin Pradeep, 2020. "Machine Learning Fund Categorizations," Papers 2006.00123, arXiv.org.
    6. Yang, Ying & Campana, Pietro Elia & Yan, Jinyue, 2020. "Potential of unsubsidized distributed solar PV to replace coal-fired power plants, and profits classification in Chinese cities," Renewable and Sustainable Energy Reviews, Elsevier, vol. 131(C).
    7. Uri Kartoun, 2013. "A Method for Comparing Hedge Funds," Papers 1303.0073, arXiv.org, revised Mar 2013.
    8. Jerinsh Jeyapaulraj & Dhruv Desai & Peter Chu & Dhagash Mehta & Stefano Pasquali & Philip Sommer, 2022. "Supervised similarity learning for corporate bonds using Random Forest proximities," Papers 2207.04368, arXiv.org, revised Oct 2022.

    More about this item

    Keywords

    Hedge funds; Classification; K-means; Cluster analysis;
    All these keywords.

    JEL classification:

    • C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • G19 - Financial Economics - - General Financial Markets - - - Other

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