Portfolio optimization through a network approach: network assortative mixing and portfolio diversification
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Publication:6090171
DOI10.1016/j.ejor.2023.07.010MaRDI QIDQ6090171
Federica Ricca, Andrea Scozzari
Publication date: 14 November 2023
Published in: European Journal of Operational Research (Search for Journal in Brave)
mixed integer programmingportfolio optimizationasset selectionmarket correlation graphnetwork assortative mixing
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