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ArticlePortfolio optimization based on network topology

Yan Li2018

Article2018

Portfolio optimization based on network topology

Yan Li · Xiong-Fei Jiang · Yue Tian · Sai-Ping Li · Bo Zheng

73 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Complex Network Analysis Techniques Risk and Portfolio Optimization

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References

1959Portfolio Selection: Efficient Diversification of Investments 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 1999Hierarchical structure in financial markets 2002Random matrix approach to cross correlations in financial data 2005A tool for filtering information in complex systems 2003Dynamics of market correlations: Taxonomy and portfolio analysis 2016Complexity theory and financial regulation

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Year2018

Typearticle

Published2018-10-09

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations73

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2018.10.014

openalex_workW2897694584

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