A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116)
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scientific article; zbMATH DE number 7606335
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| English | A tail-revisited Markowitz mean-variance approach and a portfolio network centrality |
scientific article; zbMATH DE number 7606335 |
Statements
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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0.86983705
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0.8448902
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0.8348269
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0.8334984
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0.8332176
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0.83306134
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0.83277404
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