Optimal portfolio allocation and asset centrality revisited
Jose Olmo
| Year of publication: |
2021
|
|---|---|
| Authors: | Olmo, Jose |
| Subject: | Constant conditional correlation | Dynamic conditional correlation | Eigenvector centrality | Markowitz portfolio allocation | Spectral decomposition | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Theorie | Theory | ARCH-Modell | ARCH model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.1937298 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012624148