Portfolio optimization using minimum spanning tree model in the Moroccan stock exchange market
Year of publication: |
2023
|
---|---|
Authors: | Berouaga, Younes ; El Msiyah, Cherif ; Madkour, Jaouad |
Subject: | portfolio optimization | Minimum Spanning Tree | Moroccan Stock Exchange market | graph theory | Portfolio-Management | Portfolio selection | Graphentheorie | Graph theory | Marokko | Morocco | Börsenhandel | Stock exchange trading | Mathematische Optimierung | Mathematical programming |
-
Portfolio creation using graph characteristics
Danko, Jakub, (2018)
-
Proposal of creation of a portfolio with minimal risk
Soltes, Vincent, (2017)
-
Portfolio creation using graph characteristics and testing its performance
Danko, Jakub, (2022)
- More ...
-
Modelling systemic risk in Morocco's banking system
Kyoud, Ayoub, (2023)
-
El Msiyah, Cherif, (2016)
-
Testing Interval Forecasts: A New GMM-based Test
DUMITRESCU, Elena-Ivona, (2011)
- More ...