Network-augmented time-varying parametric portfolio selection : evidence from the Chinese stock market
Qifa Xu, Mengting Li, Cuixia Jiang
| Year of publication: |
2021
|
|---|---|
| Authors: | Xu, Qifa ; Li, Mengting ; Jiang, Cuixia |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-11
|
| Subject: | Centrality | Financial network | Network topology | Parametric strategy | Portfolio selection | Portfolio-Management | China | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101503 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187615