Portfolio selection based on graphs: does it align with Markowitz-optimal portfolios? (Q1648681)
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scientific article; zbMATH DE number 6895348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection based on graphs: does it align with Markowitz-optimal portfolios? |
scientific article; zbMATH DE number 6895348 |
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Portfolio selection based on graphs: does it align with Markowitz-optimal portfolios? (English)
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27 June 2018
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portfolio selection
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correlation matrix
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minimum spanning tree
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network centrality
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Markowitz
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