%0 Journal Article %1 Isogai2014Clustering %A Isogai, T. %D 2014 %J Journal of Complex Networks %K time-series financial-networks correlations %N 4 %P 557--584 %R 10.1093/comnet/cnu023 %T Clustering of Japanese stock returns by recursive modularity optimization for efficient portfolio diversification %U http://dx.doi.org/10.1093/comnet/cnu023 %V 2

@article{Isogai2014Clustering, added-at = {2019-06-10T14:53:09.000+0200}, author = {Isogai, T.}, biburl = {https://www.bibsonomy.org/bibtex/25c91882d01d639cad7b7c91808bde694/nonancourt}, citeulike-article-id = {14472191}, citeulike-linkout-0 = {http://dx.doi.org/10.1093/comnet/cnu023}, day = 03, doi = {10.1093/comnet/cnu023}, interhash = {b0552a796ad69d53f20a82d9f3db1eb3}, intrahash = {5c91882d01d639cad7b7c91808bde694}, issn = {2051-1310}, journal = {Journal of Complex Networks}, keywords = {time-series financial-networks correlations}, month = jul, number = 4, pages = {557--584}, posted-at = {2017-11-06 13:52:30}, priority = {2}, timestamp = {2019-08-01T16:14:30.000+0200}, title = {{Clustering of Japanese stock returns by recursive modularity optimization for efficient portfolio diversification}}, url = {http://dx.doi.org/10.1093/comnet/cnu023}, volume = 2, year = 2014 }