Portfolio creation using graph characteristics and testing its performance
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 |
-
Portfolio creation using graph characteristics
Danko, Jakub, (2018)
-
Portfolio optimization using minimum spanning tree model in the Moroccan stock exchange market
Berouaga, Younes, (2023)
-
Contagion pattern identification through minimum spanning trees during the Asian financial crisis
Marica, Vasile-George, (2019)
- More ...
-
Portfolio creation using graph characteristics
Danko, Jakub, (2018)
-
Proposal of creation of a portfolio with minimal risk
Soltes, Vincent, (2017)
-
The possibilities of day surgery system development within the health policy in Slovakia
Soltes, Vincent, (2014)
- More ...