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ArticleA Network Approach to Portfolio Selection

Gustavo Peralta2014

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Articlegreen2014

A Network Approach to Portfolio Selection

Gustavo Peralta · Abalfazl Zareei

158 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Risk and Portfolio Optimization Complex Systems and Time Series Analysis

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1952PORTFOLIO SELECTION*2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches 1996Multifactor Explanations of Asset Pricing Anomalies 1987Power and Centrality: A Family of Measures 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 1972Factoring and weighting approaches to status scores and clique identification

Cited by

2018Global stock market investment strategies based on financial network indicators using machine learning techniques 2021A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets 2018Stock market as temporal network 2019Identifying influential energy stocks based on spillover network 2018Portfolio optimization based on network topology 2022A survey of the application of graph-based approaches in stock market analysis and prediction

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Year2014

Typearticle

Published2014-01-01

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations158

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2016.06.003

openalex_workW3124094741

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2018Network-based asset allocation strategies

2024Enhancing portfolio management using artificial intelligence: literature review