Portfolio optimization through a network approach : network assortative mixing and portfolio diversification
Federica Ricca, Andrea Scozzari
| Year of publication: |
2024
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|---|---|
| Authors: | Ricca, Federica ; Scozzari, Andrea |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 312.2024, 2 (16.1.), p. 700-717
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| Subject: | Asset selection | Market correlation graph | Mixed integer programming | Network assortative mixing | Portfolio optimization | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung | Integer programming | Unternehmensnetzwerk | Business network | Mathematische Optimierung | Mathematical programming | Graphentheorie | Graph theory | Korrelation | Correlation | Soziales Netzwerk | Social network | Netzwerk | Network |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2023.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014456319