Portfolio creation using graph characteristics and testing its performance
Jakub Danko, Vincent Soltés and Tomas Bindzar
| Year of publication: |
2022
|
|---|---|
| Authors: | Danko, Jakub ; Soltes, Vincent ; Bindzar, Tomas |
| Published in: |
Montenegrin journal of economics. - Podgorica : Economic Laboratory for Transition Research, ISSN 1800-6698, ZDB-ID 2860930-X. - Vol. 18.2022, 1, p. 7-17
|
| Subject: | Portfolio creation | Dow Jones Industrial Average | minimum spanning tree | graph theory | Markowitz portfolio optimization | Portfolio-Management | Portfolio selection | Graphentheorie | Graph theory | Aktienindex | Stock index |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.14254/1800-5845/2022.18-1.1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013204437