Portfolio selection based on graphs: does it align with Markowitz-optimal portfolios? (Q1648681): Difference between revisions
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Revision as of 02:31, 20 March 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)
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27 June 2018
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portfolio selection
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correlation matrix
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minimum spanning tree
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network centrality
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Markowitz
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