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Ansteckungseffekt 1 Contagion effect 1 Correlation 1 Graph theory 1 Graphentheorie 1 Korrelation 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risk 1 Risk management 1 centrality 1 contagion risk 1 correlation networks 1 interconnectedness risk 1 minimum spanning trees 1 portfolio optimization 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Baitinger, Eduard 1 Papenbrock, Jochen 1
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The journal of investment strategies 1
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Interconnectedness risk and active portfolio management
Baitinger, Eduard; Papenbrock, Jochen - In: The journal of investment strategies 6 (2017) 2, pp. 63-90
Persistent link: https://www.econbiz.de/10011668133
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