Mesoscopic structure of the stock market and portfolio optimization
Year of publication: |
[2021]
|
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Authors: | Zema, Sebastiano Michele ; Fagiolo, Giorgio ; Squartini, Tiziano ; Garlaschelli, Diego |
Publisher: |
Pisa, Italy : LEM, Laboratory of Economics and Management, Institute of Economics, Scuola Superiore Sant'Anna |
Subject: | Random matrix theory | Community detection | Mesoscopic structures | Portfolio optimization | Portfolio-Management | Portfolio selection | Theorie | Theory | Aktienmarkt | Stock market |
Extent: | 1 Online-Ressource (circa 22 Seiten) Illustrationen |
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Series: | LEM working paper series. - Pisa : [Verlag nicht ermittelbar], ISSN 2284-0400, ZDB-ID 2436330-3. - Vol. 2021, 45 (December 2021) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/259540 [Handle] |
Classification: | C02 - Mathematical Methods ; D85 - Network Formation ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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