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ArticleNetwork-based asset allocation strategies

Tomáš Výrost2018

Article2018

Network-based asset allocation strategies

Tomáš Výrost · Štefan Lyócsa · Eduard Baumöhl

59 citations·0/0 files stored·The North American Journal of Economics and Finance

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Risk and Portfolio Optimization Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis

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References

1952PORTFOLIO SELECTION*2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1969The Combination of Forecasts 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors 2000An Introduction to Econophysics: Correlations and Complexity in Finance 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

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Year2018

Typearticle

Published2018-07-03

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations59

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.najef.2018.06.008

openalex_workW2811237396

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