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Kedong, Yin; Liu, Zhe; Liu, Peide - In: Journal of business economics and management 18 (2017) 4, pp. 779-800

Persistent link: https://www.econbiz.de/10011780777

Portfolio creation using graph characteristics

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

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Contagion pattern identification through minimum spanning trees during the Asian financial crisis

Marica, Vasile-George - In: Financial studies 23 (2019) 2, pp. 76-96

Complexity in financial markets is slowly overwhelming canonical statistical modelling. With global crises which stemming from contagion effects becoming more frequent, new tools for financial distress transmission c apture are needed. Graph theory , with its branch on minimum spanning trees can...

Persistent link: https://www.econbiz.de/10012037392

A network approach to unravel asset price comovement using minimal dependence structure

Carvalho, Pablo José Campos de; Gupta, Aparna - In: Journal of banking & finance 91 (2018), pp. 119-132

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Correlation structure and evolution of world stock markets : evidence from Pearson and partial correlation-based networks

Wang, Gang-Jin; Chi, Xie; Stanley, H. Eugene - In: Computational economics 51 (2018) 3, pp. 607-635

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Network topology and systemic risk : evidence from the Euro Stoxx market

Li, Wenwei; Hommel, Ulrich; Paterlini, Sandra - In: Finance research letters 27 (2018), pp. 105-112

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Foods, fuels or finances: Which prices matter for biofuels?

Filip, Ondrej; Janda, Karel; Kristoufek, Ladislav; … - 2016

Persistent link: https://www.econbiz.de/10011749368

Critical edges/nodes for the minimum spanning tree problem: complexity and approximation

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Dynamic structure of the US financial systems

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Identifying reference companies using the book-to-market ratio : a minimum spanning tree approach

Brookfield, David; Boussabaine, Halim; Su, Chen - In: The European journal of finance 19 (2013) 5/6, pp. 466-490

Persistent link: https://www.econbiz.de/10010243600