Portfolio optimization through a network approach: network assortative mixing and portfolio diversification (Q6090171)
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scientific article; zbMATH DE number 7764653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio optimization through a network approach: network assortative mixing and portfolio diversification |
scientific article; zbMATH DE number 7764653 |
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Portfolio optimization through a network approach: network assortative mixing and portfolio diversification (English)
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14 November 2023
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portfolio optimization
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asset selection
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market correlation graph
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network assortative mixing
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mixed integer programming
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