The role of tail network topological characteristic in portfolio selection : a TNA-PMC model
Mengting Li, Qifa Xu, Cuixia Jiang, Qinna Zhao
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Mengting ; Xu, Qifa ; Jiang, Cuixia ; Zhao, Qinna |
| Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 23.2023, 1, p. 37-57
|
| Subject: | mean-CVaR | network topology | parametric strategy | portfolio selection | tail network | Portfolio-Management | Portfolio selection | Theorie | Theory | Netzwerk | Network | Unternehmensnetzwerk | Business network | Soziales Netzwerk | Social network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12379 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014251340