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Smart network based portfolios - MaRDI portal

Smart network based portfolios (Q2675737)

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Smart network based portfolios
scientific article

    Statements

    title
    Smart network based portfolios (English)
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    author
    Gian Paolo Clemente
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    Rosanna Grassi
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    Asmerilda Hitaj
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    publication date
    26 September 2022
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    zbMATH Keywords
    portfolio optimization
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    mean-variance
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    smart beta strategies
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    networks
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    dependence
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    interconnectedness
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    cites work
    Q4397004
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    Identifiers

    zbMATH DE Number
    7592286
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    OpenAlex ID
    W2955411801
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    arXiv ID
    1907.01274
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