Portfolio optimization based on network topology
作者： Yan Li , Xiong-Fei Jiang , Yue Tian , Sai-Ping Li , Bo Zheng
DOI: 10.1016/J.PHYSA.2018.10.014
关键词:
摘要: … In this article, we consider the complex financial network as an example to illustrate the structure–function relationship. According to previous researches, the cross correlations between …
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