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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Hidaka, Ryo, Hamakawa, Yohei, Nakayama, Jun, Tatsumura, Kosuke
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Emerging Technologies Computational Engineering, Finance, and Science Portfolio Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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