Network models to improve robot advisory portfolios

DOI10.1007/s10479-021-04312-9zbMath1494.91135OpenAlexW3207235455MaRDI QIDQ2151657

Paolo Giudici, Alessandro Spelta, Gloria Polinesi

Publication date: 5 July 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-021-04312-9

zbMATH Keywords

portfolio optimizationrandom matrix theorycorrelation networks

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial networks (including contagion, systemic risk, regulation) (91G45)

Uses Software

• glasso

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