@article{ullmann2018,
title = {Detecting structural changes in large portfolios},
author = {Peter N Posch and Daniel Ullmann and Dominik Wied},
doi = {10.1007/s00181-017-1392-5},
year = {2018},
date = {2018-01-26},
journal = {Empirical Economics},
keywords = {Cluster analysis, Correlation, Portfolio management, Structural change},
pubstate = {published},
tppubtype = {article}
}