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Signed graphs for portfolio analysis in risk management

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Publication:4461868
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DOI10.1093/imaman/13.3.201zbMath1065.91025OpenAlexW2008881234MaRDI QIDQ4461868

Frank Harary, Donald C. II Wunsch, Meng-Hiot Lim

Publication date: 18 May 2004

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imaman/13.3.201


zbMATH Keywords

graph theoryriskportfolio managementsigned graphs


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (7)

A heuristic based on negative chordless cycles for the maximum balanced induced subgraph problem ⋮ Separator-based data reduction for signed graph balancing ⋮ A modeling and computational study of the frustration index in signed networks ⋮ Characterization of 2-path signed network ⋮ Algorithms for derivation of structurally stable Hamiltonian signed graphs ⋮ Linear kernels and linear-time algorithms for finding large cuts ⋮ Bounds for the extremal eigenvalues of gain Laplacian matrices




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