Portfolio optimization through a network approach : network assortative mixing and portfolio diversification
Year of publication: |
2024
|
---|---|
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
|
Subject: | Asset selection | Market correlation graph | Mixed integer programming | Network assortative mixing | Portfolio optimization | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung | Integer programming | Unternehmensnetzwerk | Business network |
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