The role of tail network topological characteristic in portfolio selection : a TNA-PMC model
Year of publication: |
2023
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Authors: | Li, Mengting ; Xu, Qifa ; Jiang, Cuixia ; Zhao, Qinna |
Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 23.2023, 1, p. 37-57
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Subject: | mean-CVaR | network topology | parametric strategy | portfolio selection | tail network | Portfolio-Management | Portfolio selection | Netzwerk | Network | Unternehmensnetzwerk | Business network | Theorie | Theory | Soziales Netzwerk | Social network |
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