Network risk parity : graph theory-based portfolio construction
Year of publication: |
2024
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Authors: | Ciciretti, Vito ; Pallotta, Alberto |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 2, p. 136-146
|
Subject: | Eigenvalues | Graph theory | Hierarchical clustering | Portfolio construction | Graphentheorie | Portfolio-Management | Portfolio selection |
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