Portfolio creation using graph characteristics
Jakub Danko, Vincent Soltes
| Year of publication: |
2018
|
|---|---|
| Authors: | Danko, Jakub ; Soltes, Vincent |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 15.2018, 1, p. 180-189
|
| Subject: | portfolio | risk | minimum spanning tree | ecentricity | Markowitz portfolio optimization | Portfolio-Management | Portfolio selection | Graphentheorie | Graph theory | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Other identifiers: | 10.21511/imfi.15(1).2018.16 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012002794