Clustering heterogeneous financial networks

DOI10.1111/MAFI.12407MaRDI QIDQ6196293FDOQ6196293

Authors: Hamed Amini, Yudong Chen, Andreea Minca, Xin Qian 

Publication date: 14 March 2024

Published in: Mathematical Finance (Search for Journal in Brave)

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zbMATH Keywords

clusteringcommunity detectionfinancial networksoverlapping portfolios

Mathematics Subject Classification ID

Convex programming (90C25) Portfolio theory (91G10) Financial networks (including contagion, systemic risk, regulation) (91G45)

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