Portfolio selection based on graphs: does it align with Markowitz-optimal portfolios? (Q1648681): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:21, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection based on graphs: does it align with Markowitz-optimal portfolios? |
scientific article |
Statements
Portfolio selection based on graphs: does it align with Markowitz-optimal portfolios? (English)
0 references
27 June 2018
0 references
portfolio selection
0 references
correlation matrix
0 references
minimum spanning tree
0 references
network centrality
0 references
Markowitz
0 references
