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The role of tail network topological characteristic in portfolio selection : a TNA-PMC model
Li, Mengting
;
Xu, Qifa
;
Jiang, Cuixia
;
Zhao, Qinna
- In:
International review of finance : the official journal …
23
(
2023
)
1
,
pp. 37-57
Persistent link: https://www.econbiz.de/10014251340
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Network-augmented time-varying parametric portfolio selection : evidence from the Chinese stock market
Xu, Qifa
;
Li, Mengting
;
Jiang, Cuixia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013187615
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