Portfolio optimization through a network approach: network assortative mixing and portfolio diversification
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Publication:6090171
Cites work
- scientific article; zbMATH DE number 3758364 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
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- Assortativity measures for weighted and directed networks
- Clustering and portfolio selection problems: a unified framework
- Coherent measures of risk
- Equal risk bounding is better than risk parity for portfolio selection
- Facets for node packing
- Introduction to risk parity and budgeting
- Mining market data: a network approach
- On the vertex packing problem
- Smart network based portfolios
- The effects of errors in means, variances, and correlations on the mean-variance framework
- Twenty years of linear programming based portfolio optimization
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