A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116): Difference between revisions
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Revision as of 05:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tail-revisited Markowitz mean-variance approach and a portfolio network centrality |
scientific article |
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A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (English)
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24 October 2022
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fintech
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adaptive clustering
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tail dependence
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financial time series
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asset allocation
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