Clustering heterogeneous financial networks

DOI10.1111/MAFI.12407MaRDI QIDQ6196293zbMATH OpenFDO

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

Publication date 14 March 2024

Published in Mathematical Finance (Search for Journal in Brave)

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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