Clustering heterogeneous financial networks
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Publication:6196293
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)
Convex programming (90C25) Portfolio theory (91G10) Financial networks (including contagion, systemic risk, regulation) (91G45)
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