A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A tail-revisited Markowitz mean-variance approach and a portfolio network centrality |
scientific article; zbMATH DE number 7606335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tail-revisited Markowitz mean-variance approach and a portfolio network centrality |
scientific article; zbMATH DE number 7606335 |
Statements
A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (English)
0 references
24 October 2022
0 references
fintech
0 references
adaptive clustering
0 references
tail dependence
0 references
financial time series
0 references
asset allocation
0 references
0 references
0 references
0.86983705
0 references
0.8448902
0 references
0.8348269
0 references
0.8334984
0 references
0.8332176
0 references
0.83306134
0 references
0.83277404
0 references
