Portfolio optimization through a network approach: network assortative mixing and portfolio diversification
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Cites work
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- Coherent measures of risk
- Equal risk bounding is better than risk parity for portfolio selection
- Facets for node packing
- scientific article; zbMATH DE number 3758364 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- 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
Cited in
(9)- An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm
- Network-based index tracking using asset dependency structures
- Sparse portfolio selection via topological data analysis based clustering
- Integration of support vector machines and mean-variance optimization for capital allocation
- Connectedness spillover matrices : a tool for diversification
- A reduced Mason's rule for solving linear systems of equations recursively: an application to the integrated ownership problem in a network of companies
- Acceptance sampling-based investment indicators for financial security selection and portfolio optimization
- Network portfolio optimization with dynamic lower bounds on asset weights
- Network-based online portfolio selection with ESG scores
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