Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hidaka, Ryo, Hamakawa, Yohei, Nakayama, Jun, Tatsumura, Kosuke
Format:	Preprint
Published:	2023
Subjects:	Emerging Technologies Computational Engineering, Finance, and Science Portfolio Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2308.04769