@article{MAIS_2020_27_1_a4,
     author = {A. Yu. Poletaev and E. M. Spiridonova},
     title = {Hierarchical clustering as a dimension reduction technique for {Markowitz} portfolio optimization},
     journal = {Modelirovanie i analiz informacionnyh sistem},
     pages = {62--71},
     publisher = {mathdoc},
     volume = {27},
     number = {1},
     year = {2020},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MAIS_2020_27_1_a4/}
}