Mesoscopic structure of the stock market and portfolio optimization
Sebastiano Michele Zema, Giorgio Fagiolo, Tiziano Squartini, Diego Garlaschelli
| Year of publication: |
2025
|
|---|---|
| Authors: | Zema, Sebastiano Michele ; Fagiolo, Giorgio ; Squartini, Tiziano ; Garlaschelli, Diego |
| Published in: |
Journal of economic interaction and coordination. - Berlin : Springer, ISSN 1860-7128, ZDB-ID 2237855-8. - Vol. 20.2025, 2, p. 307-333
|
| Subject: | Community detection | Mesoscopic structures | Portfolio optimization | Random matrix theory | Portfolio-Management | Portfolio selection | Theorie | Theory | Aktienmarkt | Stock market | Korrelation | Correlation | Lineare Algebra | Linear algebra |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11403-024-00426-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015440256