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An Application of Correlation Clustering to Portfolio Diversification

Statistical Finance 2015-12-12 v1 Computational Finance Risk Management

Abstract

This paper presents a novel application of a clustering algorithm 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 correlation matrix using a Neighbor-Net network and using the circular ordering produced during the construction of the network we can reduce the risk of a diversified portfolio compared with random or industry group based selection methods in times of market increase.

Keywords

Cite

@article{arxiv.1511.07945,
  title  = {An Application of Correlation Clustering to Portfolio Diversification},
  author = {Hannah Cheng Juan Zhan and William Rea and Alethea Rea},
  journal= {arXiv preprint arXiv:1511.07945},
  year   = {2015}
}

Comments

33 pages, 11 Figures

R2 v1 2026-06-22T11:53:48.090Z