Portfolio optimization through a network approach: network assortative mixing and portfolio diversification (Q6090171)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio optimization through a network approach: network assortative mixing and portfolio diversification |
scientific article; zbMATH DE number 7764653
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio optimization through a network approach: network assortative mixing and portfolio diversification |
scientific article; zbMATH DE number 7764653 |
Statements
Portfolio optimization through a network approach: network assortative mixing and portfolio diversification (English)
0 references
14 November 2023
0 references
portfolio optimization
0 references
asset selection
0 references
market correlation graph
0 references
network assortative mixing
0 references
mixed integer programming
0 references
0 references
0 references
0 references
