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Eccentricity in asset management

Kaya, Hakan - In: The journal of network theory in finance 1 (2015) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10011374587

Portfolio creation using graph characteristics and testing its performance

Danko, Jakub; Soltes, Vincent; Bindzar, Tomas - In: Montenegrin journal of economics 18 (2022) 1, pp. 7-17

Persistent link: https://www.econbiz.de/10013204437

Portfolio creation using graph characteristics

Danko, Jakub; Soltes, Vincent - In: Investment management and financial innovations 15 (2018) 1, pp. 180-189

Persistent link: https://www.econbiz.de/10012002794

Proposal of creation of a portfolio with minimal risk

Soltes, Vincent; Danko, Jakub - In: Investment management and financial innovations 14 (2017) 2, pp. 107-115

Persistent link: https://www.econbiz.de/10011817630

Portfolio optimization using minimum spanning tree model in the Moroccan stock exchange market

Berouaga, Younes; El Msiyah, Cherif; Madkour, Jaouad - In: International Journal of Financial Studies : open … 11 (2023) 2, pp. 1-20

Portfolio optimization is a pertinent topic of significant importance in the financial literature. During the portfolio construction, an investor confronts two important steps: portfolio selection and portfolio allocation. This article seeks to investigate portfolio optimization based on the...

Persistent link: https://www.econbiz.de/10014284712

Hierarchical risk parity using security selection based on peripheral assets of correlation-based minimum spanning trees

Cho, Younghwan; Song, Jae Wook - In: Finance research letters 53 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472366