A tail-revisited Markowitz mean-variance approach and a portfolio network centrality
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Publication:2090116
DOI10.1007/s10287-022-00422-2OpenAlexW4206660216MaRDI QIDQ2090116
Francesca Mariani, Gloria Polinesi, Maria Cristina Recchioni
Publication date: 24 October 2022
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-022-00422-2
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