%0 Journal Article
%A A. Yu. Poletaev
%A E. M. Spiridonova
%T Hierarchical clustering as a dimension reduction technique for Markowitz portfolio optimization
%J Modelirovanie i analiz informacionnyh sistem
%D 2020
%P 62-71
%V 27
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MAIS_2020_27_1_a4/
%G ru
%F MAIS_2020_27_1_a4