Portfolio creation using graph characteristics
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 |
-
Proposal of creation of a portfolio with minimal risk
Soltes, Vincent, (2017)
-
Eccentricity in asset management
Kaya, Hakan, (2015)
-
Portfolio creation using graph characteristics and testing its performance
Danko, Jakub, (2022)
- More ...
-
Proposal of creation of a portfolio with minimal risk
Soltes, Vincent, (2017)
-
Portfolio creation using graph characteristics and testing its performance
Danko, Jakub, (2022)
-
The short put ladder strategy and its application in trading and hedging
Soltes, Vincent, (2010)
- More ...