Asset allocation: new evidence through network approaches (Q2241054): Difference between revisions

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Asset allocation: new evidence through network approaches
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    Asset allocation: new evidence through network approaches (English)
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    8 November 2021
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    The authors point out the central role that the Markowitz model has played in portfolio management. However, it has some limitations and the paper mentions a number of ways to extend this fundamental model. In particular they concentrate on the role that networks can have in enhancing the portfolio selection problem.
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    portfolio selection
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    networks
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    global minimum variance
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    dependence structure
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